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☆36Updated 8 months ago
- ☆154Updated 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"☆171Updated 3 years ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆75Updated 3 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆63Updated 4 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆105Updated last year
- Official Implementation of "Transformers Can Do Bayesian Inference", the PFN paper☆233Updated 11 months ago
- Example applications of path signatures☆41Updated 6 months ago
- Sequential Neural Likelihood☆42Updated 6 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆118Updated 4 years ago
- Implementation of random Fourier features for kernel method, like support vector machine and Gaussian process model☆101Updated 11 months ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- Deep GPs built on top of TensorFlow/Keras and GPflow☆127Updated 11 months ago
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- ☆51Updated 2 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆73Updated 4 years ago
- Normalizing Flows with a resampled base distribution☆47Updated 3 years ago
- Experiments for Neural Flows paper☆98Updated 3 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆97Updated last year
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆38Updated 2 years ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆60Updated last year
- ☆15Updated 2 years ago
- Sampling with gradient-based Markov Chain Monte Carlo approaches☆108Updated last year
- Repository for the work Transforming Gaussian Processes with Normalizing Flows published at AISTATS 2021☆24Updated 2 years ago
- Code for NeurIPS 2021 paper 'Spatio-Temporal Variational Gaussian Processes'☆47Updated 3 years ago
- Bayesian inference with Python and Jax.☆34Updated 2 years ago
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆33Updated 2 years ago