crispitagorico / sigkernelLinks
Differentiable computations for the signature-PDE-kernel on CPU and GPU.
☆55Updated last year
Alternatives and similar repositories for sigkernel
Users that are interested in sigkernel are comparing it to the libraries listed below
Sorting:
- Signax: Signature computation in JAX☆30Updated 5 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆48Updated 2 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆42Updated 11 months ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆72Updated 3 years 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"☆170Updated 3 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆104Updated last year
- Example applications of path signatures☆39Updated 3 months ago
- Toolbox for working with streaming data as rough paths in Python☆36Updated last month
- esig python package☆48Updated 6 months ago
- 🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0☆26Updated last year
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆118Updated 4 years ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- Kernel Identification Through Transformers☆12Updated 2 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆94Updated 11 months ago
- ☆152Updated 2 years ago
- Code for Hidden Markov Nonlinear ICA☆24Updated 3 years ago
- Methods and experiments for assumed density SDE approximations☆12Updated 3 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆60Updated 4 years ago
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- Sequential Neural Likelihood☆40Updated 5 years ago
- ☆15Updated 2 years ago
- ☆27Updated last year
- Approximate Inference Turns Deep Networks into Gaussian Processes (dnn2gp)☆48Updated 5 years ago
- Code repo for "Function-Space Distributions over Kernels"☆31Updated 4 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- ☆14Updated last year
- PyTorch re-implementation of [Structured Inference Networks for Nonlinear State Space Models, AAAI 17]☆24Updated 4 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆67Updated 5 months ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆59Updated last year