danilkuzin / GP-EnKF
Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for the Ensemble Kalman Filtering for Online Gaussian Process Regression and Learning (Fusion 2018) paper.
☆17Updated 6 years ago
Alternatives and similar repositories for GP-EnKF:
Users that are interested in GP-EnKF are comparing it to the libraries listed below
- Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature☆13Updated 3 years ago
- State-space deep Gaussian processes in Python and Matlab☆29Updated 2 years ago
- Streaming sparse Gaussian process approximations☆62Updated 2 years ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- Matlab source code for the SONIG algorithm: Sparse Online Noisy-Input Gaussian process regression.☆28Updated 7 years ago
- Code to implement efficient spatio-temporal Gaussian Process regression via iterative Kalman Filtering. KF is used to resolve the tempora…☆38Updated 6 years ago
- This is a re-implementation and test on paper Deep Kalman Filter: https://arxiv.org/pdf/1511.05121.pdf☆17Updated 5 years ago
- ☆14Updated 6 years ago
- Multiple output Gaussian processes in MATLAB including the latent force model.☆49Updated 9 years ago
- Parametric Gaussian Process Regression for Big Data (Matlab Version)☆24Updated 6 years ago
- ☆47Updated 2 years ago
- Infinite-horizon Gaussian processes☆32Updated 4 years ago
- Code for the paper 'Efficient Variational Inference for Gaussian Process Regression Networks'☆22Updated 11 years ago
- Code for ICML 2019 paper on "Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations"☆18Updated 4 years ago
- Pyro/Pytorch implementation of Deep Kalman FIlter for shared-mobility demand prediction☆44Updated 5 years ago
- Provides various extensions to the GPML toolbox for Gaussian process inference in MATLAB.☆31Updated 7 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Updated 3 months ago
- Variational Gaussian Process State-Space Models☆23Updated 9 years ago
- Heterogeneous Multi-output Gaussian Processes☆52Updated 4 years ago
- Parametric Gaussian Process Regression for Big Data☆44Updated 5 years ago
- Stochastic variational heteroscedastic Gaussian process☆14Updated 5 years ago
- Matlab Code for Variational Gaussian Copula Inference☆16Updated 9 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 5 years ago
- GPz 2.0: Heteroscedastic Gaussian processes for uncertain and incomplete data☆49Updated 3 years ago
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆23Updated 5 years ago
- Sparse Spectrum Gaussian Process Regression☆21Updated 5 years ago
- Deep Gaussian Processes in matlab☆91Updated 3 years ago