Alternatives and similar repositories for RoughPy

Users that are interested in RoughPy are comparing it to the libraries listed below

• anh-tong / signax
  Signax: Signature computation in JAX
  ☆30Updated 5 months ago
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆55Updated last year
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 6 months ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆48Updated 2 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆50Updated 3 years ago
• jeremiecoullon / SGMCMCJax
  Lightweight library of stochastic gradient MCMC algorithms written in JAX.
  ☆104Updated last year
• danielward27 / flowjax
  ☆167Updated last month
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆48Updated last year
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• pnkraemer / probdiffeq
  Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…
  ☆49Updated 2 months ago
• amzn / orthogonal-additive-gaussian-processes
  Light-weighted code for Orthogonal Additive Gaussian Processes
  ☆42Updated 10 months ago
• RudyMorel / scattering_spectra
  Scattering Spectra used for the analysis and generation of time-series
  ☆37Updated 6 months ago
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆39Updated 2 months ago
• xwinxu / bayeSDE
  Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"
  ☆170Updated 3 years ago
• tgcsaba / KSig
  A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.
  ☆38Updated 3 weeks ago
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆274Updated last year
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆93Updated 11 months ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆53Updated 5 months ago
• alonfnt / bayex
  Minimal Implementation of Bayesian Optimization in JAX
  ☆95Updated 2 months ago
• cornellius-gp / linear_operator
  A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch
  ☆111Updated 3 months ago
• frgsimpson / kitt
  Kernel Identification Through Transformers
  ☆12Updated 2 years ago
• pnkraemer / matfree
  Matrix-free linear algebra in JAX.
  ☆125Updated last month
• jamesvuc / jax-bayes
  Bayesian inference with Python and Jax.
  ☆32Updated 2 years ago
• BorealisAI / continuous-time-flow-process
  PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
  ☆48Updated 4 years ago
• probabilistic-numerics / probnum-spring-school
  Tutorial materials of the Probabilistic Numerics Spring School.
  ☆34Updated 2 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆27Updated last year
• arnauqb / blackbirds
  Black-Box Inference foR Differentiable Simulators
  ☆20Updated 7 months ago
• markvdw / RobustGP
  Robust initialisation of inducing points in sparse variational GP regression models.
  ☆33Updated 2 years ago
• jeremiecoullon / jax-tqdm
  Add a tqdm progress bar to your JAX scans and loops.
  ☆110Updated last month
• issaz / sigker-nsdes
  Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".
  ☆20Updated 9 months ago