datasig-ac-uk / signature_applications
Example applications of path signatures
☆38Updated last week
Alternatives and similar repositories for signature_applications:
Users that are interested in signature_applications are comparing it to the libraries listed below
- ☆26Updated last year
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- code for "Neural Jump Ordinary Differential Equations"☆29Updated 2 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆53Updated 10 months ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆48Updated 3 years ago
- Toolbox for working with streaming data as rough paths in Python☆36Updated this week
- esig python package☆48Updated 3 months ago
- Robust pricing and hedging via Neural SDEs☆32Updated 3 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆58Updated 4 years ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆72Updated 2 years ago
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆38Updated 2 years ago
- Signax: Signature computation in JAX☆28Updated 2 months ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 7 months ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆93Updated 8 months ago
- Continuous-Time Modeling of Counterfactual Outcomes Using Neural Controlled Differential Equations (ICML 2022)☆27Updated 2 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆116Updated 3 years ago
- Code for: "A Generalised Signature Method for Time Series"☆62Updated last year
- Foundations and Applications☆96Updated 4 years ago
- Pytorch implementation of RED-SDS (NeurIPS 2021).☆18Updated 3 years ago
- Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.☆74Updated 4 months ago
- Neural Tangent Kernel (NTK) module for the scikit-learn library☆25Updated 5 months ago
- Kernel Identification Through Transformers☆12Updated last year
- This repository captures source code and data sets for our paper at the Causal Discovery & Causality-Inspired Machine Learning Workshop a…☆59Updated 7 months ago
- A novel general non-stationary point process model based on neural networks.☆10Updated 2 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Methods and experiments for assumed density SDE approximations☆11Updated 3 years ago
- ☆29Updated last year
- ☆13Updated 2 years ago