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:
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆48Updated 2 years ago
- Signax: Signature computation in JAX☆37Updated 9 months ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆75Updated 3 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆43Updated last year
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆170Updated 3 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆63Updated 4 years ago
- Kernel Identification Through Transformers☆14Updated 2 years ago
- Methods and experiments for assumed density SDE approximations☆12Updated 3 years ago
- Example applications of path signatures☆41Updated 7 months ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 5 years ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 7 years ago
- ☆155Updated 3 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆119Updated 4 years ago
- Sequential Neural Likelihood☆42Updated 6 years ago
- ☆51Updated 2 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Code for Hidden Markov Nonlinear ICA☆24Updated 4 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆97Updated last year
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆39Updated 3 years ago
- Code repository of the paper Learning Long-Term Dependencies in Irregularly-Sampled Time Series☆119Updated 2 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆105Updated 2 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆73Updated 4 years ago
- Official Implementation of "Transformers Can Do Bayesian Inference", the PFN paper☆237Updated last year
- Normalizing Flows with a resampled base distribution☆47Updated 3 years ago
- Code for NeurIPS 2021 paper 'Spatio-Temporal Variational Gaussian Processes'☆47Updated 3 years ago
- Experiments for Neural Flows paper☆99Updated 3 years ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆61Updated last year
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆285Updated last year
- Heterogeneous Multi-output Gaussian Processes☆53Updated 5 years ago
- 🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0☆26Updated last year