danilkuzin / GP-EnKFLinks
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 7 years ago
Alternatives and similar repositories for GP-EnKF
Users that are interested in GP-EnKF are comparing it to the libraries listed below
Sorting:
- State-space deep Gaussian processes in Python and Matlab☆30Updated 3 years ago
- Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature☆12Updated 4 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 6 years ago
- ☆16Updated 7 years ago
- Matlab Code for Variational Gaussian Copula Inference☆16Updated 9 years ago
- Heterogeneous Multi-output Gaussian Processes☆54Updated 5 years ago
- ☆47Updated 3 years ago
- Continual Gaussian Processes☆31Updated 2 years ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 9 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 7 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆24Updated 6 years ago
- Accompanying code for our NeurIPS 2019 paper☆12Updated 6 years ago
- This is a re-implementation and test on paper Deep Kalman Filter: https://arxiv.org/pdf/1511.05121.pdf☆19Updated 6 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆66Updated 2 years ago
- Streaming sparse Gaussian process approximations☆69Updated 3 years ago
- Multiple output Gaussian processes in MATLAB including the latent force model.☆52Updated 10 years ago
- A community repository for benchmarking Bayesian methods☆12Updated 2 years ago
- Code for ICML 2019 paper on "Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations"☆19Updated 4 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- ☆24Updated 7 years ago
- Clean repo for tensor-train RNN implemented in TensorFlow☆69Updated 6 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Updated last year
- Codes for Hilbert space reduced-rank GP regression☆14Updated 6 years ago
- Gaussian processes regression models with linear inequality constraints☆15Updated last year
- Variational Gaussian Process State-Space Models☆25Updated 10 years ago
- Matlab code for my paper "Copula Variational Bayes inference via information geometry", submitted to IEEE Trans. on information theory, 2…☆54Updated 6 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆45Updated 7 years ago
- multivariate Gaussian process regression and multivariate Student-t process regression☆77Updated 2 weeks ago
- Max-value Entropy Search for Efficient Bayesian Optimization☆79Updated 3 years ago
- Deep Gaussian Processes with Importance-Weighted Variational Inference☆39Updated 6 years ago