cyianor / smc2017Links
Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala University, August 2017
☆21Updated 7 years ago
Alternatives and similar repositories for smc2017
Users that are interested in smc2017 are comparing it to the libraries listed below
Sorting:
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Implementation of Hidden Markov Models in pymc3☆62Updated 8 years ago
- Hierarchical Change-Point Detection☆14Updated 7 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆45Updated 7 years ago
- ☆14Updated 6 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Updated 8 years ago
- Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"☆28Updated 6 years ago
- Hidden Markov models in PyMC3☆98Updated last year
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 7 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆68Updated 11 months ago
- Code for AutoGP☆27Updated 6 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- Gaussian processes regression models with linear inequality constraints☆15Updated last year
- Automatic Reparameterisation of Probabilistic Programs☆36Updated 5 years ago
- Iterated integral signature calculations☆114Updated last month
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆79Updated last year
- Particle Gibbs for Bayesian Additive Regression Trees☆34Updated 10 years ago
- ☆77Updated 3 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Files for Python Talk☆24Updated 9 years ago
- Gaussian Process and Uncertainty Quantification Summer School 2018☆31Updated 3 years ago
- A system for Bayesian estimation of state space models using PyMC☆36Updated 5 months ago
- ☆12Updated 7 months ago
- Code repository for the generalized Galton board example in the paper "Mining gold from implicit models to improve likelihood-free infere…☆33Updated 6 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆24Updated 6 years ago
- ☆26Updated 5 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 6 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Updated 4 years ago
- Applications of Gaussian Process Latent Variable Models in Finance☆11Updated 3 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆50Updated 2 years ago