anh-tong / signax
Signax: Signature computation in JAX
☆28Updated last month
Alternatives and similar repositories for signax:
Users that are interested in signax are comparing it to the libraries listed below
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆53Updated 9 months ago
- Toolbox for working with streaming data as rough paths in Python☆36Updated last week
- esig python package☆47Updated 2 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆48Updated 3 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 7 months ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Kernel Identification Through Transformers☆12Updated last year
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆93Updated 7 months ago
- ☆147Updated last week
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆267Updated last year
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆101Updated last year
- Official code for the ICLR 2021 paper Neural ODE Processes☆71Updated 2 years ago
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆169Updated 3 years ago
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 2 years ago
- Code for: "A Generalised Signature Method for Time Series"☆62Updated last year
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆48Updated 2 years ago
- A framework for composing Neural Processes in Python☆82Updated 2 months ago
- Bayesian inference with Python and Jax.☆32Updated 2 years ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- Simple (and cheap!) neural network uncertainty estimation☆61Updated last month
- Iterated integral signature calculations☆103Updated 3 months ago
- Code for efficiently sampling functions from GP(flow) posteriors☆70Updated 4 years ago
- Repository for the work Transforming Gaussian Processes with Normalizing Flows published at AISTATS 2021☆24Updated 2 years ago
- A generic interface for linear algebra backends☆71Updated last week
- Matrix-free linear algebra in JAX.☆116Updated 2 months ago
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆41Updated 2 years ago
- Normalizing Flows with a resampled base distribution☆44Updated 2 years ago
- A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.☆36Updated 2 months ago
- Example applications of path signatures☆38Updated 2 weeks ago