cvxgrp / strat_models
A distributed method for fitting Laplacian regularized stratified models.
☆25Updated 3 years ago
Alternatives and similar repositories for strat_models:
Users that are interested in strat_models are comparing it to the libraries listed below
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 5 years ago
- Implementation of linear CorEx and temporal CorEx.☆37Updated 3 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 5 years ago
- Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf☆21Updated 5 years ago
- ☆18Updated 4 years ago
- Forecasting library in python☆13Updated 5 years ago
- Hierarchical Change-Point Detection☆14Updated 6 years ago
- Distributional Gradient Boosting Machines☆27Updated 2 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆115Updated 3 years ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆47Updated 2 years ago
- Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.☆69Updated 2 months ago
- ☆29Updated 5 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆43Updated 7 years ago
- Code for Probabilistic Sequential Matrix Factorization☆15Updated 3 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆43Updated 6 years ago
- Python Copula Module☆43Updated last year
- Materials for ORIE 7191: Topics in Optimization for Machine Learning☆43Updated 5 years ago
- Code for: "A Generalised Signature Method for Time Series"☆59Updated last year
- Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.☆15Updated 4 years ago
- Using / reproducing DAC from the paper "Disentangled Attribution Curves for Interpreting Random Forests and Boosted Trees"☆27Updated 3 years ago
- Time Series Forecasting and Imputation☆48Updated 3 years ago
- Example applications of path signatures☆37Updated this week
- Applications of Gaussian Process Latent Variable Models in Finance☆11Updated 2 years ago
- Hybrid ES-RNN models for time series forecasting☆19Updated 3 years ago
- State space modeling with recurrent neural networks☆43Updated 6 years ago
- Source code for Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data by Ben Taieb, Souhaib, Taylor, James, …☆10Updated 5 years ago
- Feature selection for maximizing expected cumulative reward☆29Updated 7 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- ☆24Updated last year