Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024
☆71Mar 20, 2026Updated 3 weeks ago
Alternatives and similar repositories for weighted-likelihood-filter
Users that are interested in weighted-likelihood-filter are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Minimalist version of probml/rebayes☆10Updated this week
- Functional Regularisation for Continual Learning with Gaussian Processes☆15Oct 24, 2020Updated 5 years ago
- ☆16Dec 24, 2024Updated last year
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 3 years ago
- ☆11Feb 6, 2017Updated 9 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Jan 1, 2021Updated 5 years ago
- Meshed GP for Bayesian spatial big data regression☆15Apr 5, 2026Updated last week
- Neat Bayesian machine learning examples☆58Feb 10, 2026Updated 2 months ago
- Unscented Kalman Filter☆14Mar 13, 2014Updated 12 years ago
- Multi-class probabilistic classification using inductive and cross Venn–Abers predictors☆50Jun 22, 2022Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated 2 months ago
- Portfolio optimization with cvxopt☆40Feb 8, 2026Updated 2 months ago
- Recyclable Gaussian Processes☆11Dec 8, 2022Updated 3 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆291Feb 19, 2026Updated last month
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆16Dec 16, 2022Updated 3 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated 10 months ago
- This repo houses the data and project: Ecuador Retail Store Sales.☆14Sep 3, 2024Updated last year
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆29Aug 15, 2025Updated 7 months ago
- Quantitative Derivatives Models☆16Aug 28, 2024Updated last year
- Loose Coupling of GNSS/INS Using IA-EKF, IGGIII and KGP Methods Based on KF-GINS☆19Apr 22, 2024Updated last year
- Uncertainty in Conditional Average Treatment Effect Estimation☆33Mar 15, 2021Updated 5 years ago
- Python library for decoding the Galileo High Accuracy Service (HAS)☆20Mar 12, 2025Updated last year
- [ NeurIPS 2023 ] Official Codebase for "Conformal Meta-learners for Predictive Inference of Individual Treatment Effects"☆46Oct 19, 2023Updated 2 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- ☆87Nov 23, 2024Updated last year
- ☆20Jan 26, 2025Updated last year
- Mirror of ibapi for usage with NautilusTrader☆28Mar 31, 2026Updated 2 weeks ago
- A naive implementation: Tightly coupled single frequency GPS BDS RTKINS in C++☆27Apr 3, 2022Updated 4 years ago
- ☆17Mar 12, 2025Updated last year
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 2 years ago
- This Julia language (version 0.5) script solves the coupled partial differential equations associated with (1) compressible gas flow in p…☆11May 8, 2017Updated 8 years ago
- ☆28Aug 26, 2024Updated last year
- Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson☆83Feb 5, 2026Updated 2 months ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆21Jul 26, 2022Updated 3 years ago
- Official Implementation of "Doubly Mixed-Effects Gaussian Process Regression" (Jun Ho Yoon, Daniel P. Jeong, Seyoung Kim) (AISTATS 2022, …☆12Jul 13, 2022Updated 3 years ago
- Some examples of how to do some core things in Git☆10Apr 12, 2019Updated 7 years ago
- ☆14Oct 10, 2024Updated last year
- This is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility☆32Nov 23, 2023Updated 2 years ago
- ☆24Sep 3, 2025Updated 7 months ago
- Widgets JSON for OpenBB Terminal Pro☆15Aug 30, 2024Updated last year