datasig-ac-uk / signature_applications
Example applications of path signatures
☆35Updated 3 months ago
Related projects ⓘ
Alternatives and complementary repositories for signature_applications
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆50Updated 6 months ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆43Updated 3 years ago
- code for "Neural Jump Ordinary Differential Equations"☆27Updated last year
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆36Updated 2 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆47Updated 4 years ago
- ☆23Updated last year
- esig python package☆41Updated last month
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆58Updated 3 years ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆71Updated 2 years ago
- Signax: Signature computation in JAX☆25Updated this week
- Methods and experiments for assumed density SDE approximations☆11Updated 2 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆43Updated 6 years ago
- Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.☆66Updated 2 weeks ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆38Updated 3 months ago
- ☆14Updated 10 months ago
- Pytorch implementation of RED-SDS (NeurIPS 2021).☆18Updated 3 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆90Updated 3 months ago
- Kernel Identification Through Transformers☆12Updated last year
- 🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0☆26Updated 9 months ago
- Implementation of the ICML 2024 paper "Discovering Mixtures of Structural Causal Models from Time Series Data"☆17Updated 3 weeks ago
- Recyclable Gaussian Processes☆11Updated last year
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 5 years ago
- Code for: "A Generalised Signature Method for Time Series"☆59Updated last year
- Robust pricing and hedging via Neural SDEs☆31Updated 3 years ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- ☆17Updated 2 years ago
- [ICML 2021] Deep Learning for Functional Data Analysis with Adaptive Basis Layers☆23Updated 2 years ago
- ☆58Updated last year
- Official repository of the paper "Efficient Neural Causal Discovery without Acyclicity Constraints"☆80Updated 7 months ago