crispitagorico / sigkernel
Differentiable computations for the signature-PDE-kernel on CPU and GPU.
☆53Updated 10 months ago
Alternatives and similar repositories for sigkernel:
Users that are interested in sigkernel are comparing it to the libraries listed below
- Signax: Signature computation in JAX☆28Updated 2 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆47Updated last year
- Official code for the ICLR 2021 paper Neural ODE Processes☆72Updated 2 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 8 months ago
- Example applications of path signatures☆38Updated 2 weeks ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆102Updated last year
- Normalizing Flows with a resampled base distribution☆46Updated 2 years ago
- Kernel Identification Through Transformers☆12Updated last year
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- esig python package☆48Updated 3 months ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆169Updated 3 years ago
- Sequential Neural Likelihood☆39Updated 5 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆93Updated 8 months ago
- Code for Hidden Markov Nonlinear ICA☆24Updated 3 years ago
- ☆50Updated 2 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆116Updated 3 years ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆48Updated 3 years ago
- Code repo for "Function-Space Distributions over Kernels"☆31Updated 4 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆72Updated 4 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆58Updated 4 years ago
- Methods and experiments for assumed density SDE approximations☆11Updated 3 years ago
- Implicit Deep Adaptive Design (iDAD): Policy-Based Experimental Design without Likelihoods☆19Updated 3 years ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆58Updated 9 months ago
- Deep GPs built on top of TensorFlow/Keras and GPflow☆124Updated 5 months ago
- Bayesian inference with Python and Jax.☆32Updated 2 years ago
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 2 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆63Updated 2 months ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆48Updated 2 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago