datasig-ac-uk / RoughPyLinks
Toolbox for working with streaming data as rough paths in Python
☆36Updated 2 weeks ago
Alternatives and similar repositories for RoughPy
Users that are interested in RoughPy are comparing it to the libraries listed below
Sorting:
- Signax: Signature computation in JAX☆30Updated 5 months ago
- esig python package☆48Updated 7 months ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆55Updated last year
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆233Updated last year
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆48Updated 2 years ago
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆49Updated 3 months ago
- Bayesian inference with Python and Jax.☆32Updated 2 years ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆50Updated 4 years ago
- Gaussian processes in JAX and Flax.☆521Updated 3 weeks ago
- Nonlinear optimisation (root-finding, least squares, ...) in JAX+Equinox. https://docs.kidger.site/optimistix/☆437Updated last month
- ☆173Updated last week
- Random Matrix Theory library - RMT analysis and simulation in Python☆48Updated last year
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆111Updated 4 months ago
- Example applications of path signatures☆40Updated 3 months ago
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆30Updated last year
- Minimal Implementation of Bayesian Optimization in JAX☆95Updated 2 months ago
- Gaussian process modelling in Python☆223Updated 7 months ago
- Black-Box Inference foR Differentiable Simulators☆20Updated 8 months ago
- Tutorials and sampling algorithm comparisons☆75Updated this week
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆274Updated last year
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆104Updated last year
- Structural Time Series in JAX☆195Updated last year
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- Tutorial materials of the Probabilistic Numerics Spring School.☆34Updated 2 years ago
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆170Updated 3 years ago
- Recursive Bayesian Estimation (Sequential / Online Inference)☆59Updated last year
- Oryx is a library for probabilistic programming and deep learning built on top of Jax.☆270Updated last week
- Conformal prediction for time-series applications.☆116Updated last year
- Linear and non-linear spectral forecasting algorithms☆137Updated 4 years ago
- Neat Bayesian machine learning examples☆58Updated 3 weeks ago