cvxgrp / strat_modelsLinks
A distributed method for fitting Laplacian regularized stratified models.
☆25Updated 4 years ago
Alternatives and similar repositories for strat_models
Users that are interested in strat_models are comparing it to the libraries listed below
Sorting:
- Hierarchical Change-Point Detection☆14Updated 6 years ago
- State space modeling with recurrent neural networks☆45Updated 7 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆94Updated last year
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- ☆29Updated 5 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- Quantile Regression using Deep Learning. An alternative to Bayesian models to get uncertainty.☆77Updated 7 years ago
- ☆32Updated 6 years ago
- Tensorflow implementation of deep quantile regression☆76Updated 2 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆118Updated 4 years ago
- Implementation of linear CorEx and temporal CorEx.☆37Updated 3 years ago
- Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.☆15Updated 4 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆79Updated last year
- Using / reproducing DAC from the paper "Disentangled Attribution Curves for Interpreting Random Forests and Boosted Trees"☆28Updated 4 years ago
- Applications of Gaussian Process Latent Variable Models in Finance☆11Updated 2 years ago
- Reproducing the results of the paper "Bayesian Recurrent Neural Networks" by Fortunato et al.☆40Updated 7 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- A simple implementation of the WaveNet model for time series forecasting☆26Updated 7 years ago
- Code Repo for "Subspace Inference for Bayesian Deep Learning"☆82Updated last year
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆23Updated 6 years ago
- Dirichlet Process K-means☆48Updated last year
- Time Series Forecasting and Imputation☆48Updated 3 years ago
- fast parameter estimation for simpler Hawkes processes☆70Updated 3 years ago
- Foundations and Applications☆99Updated 5 years ago
- Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf☆22Updated 6 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 6 years ago
- Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.☆75Updated 8 months ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Robust bayesian online changepoint detection with model selection☆23Updated 6 years ago