Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024
☆71Mar 20, 2026Updated 4 months 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☆10Apr 9, 2026Updated 3 months ago
- Functional Regularisation for Continual Learning with Gaussian Processes☆15Oct 24, 2020Updated 5 years ago
- PyTorch code for DeepTime: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting☆11Jan 9, 2023Updated 3 years ago
- ☆16Dec 24, 2024Updated last year
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆134Feb 26, 2024Updated 2 years ago
- ☆11Feb 19, 2025Updated last year
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Jan 1, 2021Updated 5 years ago
- ☆18Jun 16, 2025Updated last year
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 4 months ago
- Monitoring the code for navigation purpose☆12Jul 1, 2020Updated 6 years ago
- Unscented Kalman Filter☆14Mar 13, 2014Updated 12 years ago
- ReBEL is a Matlab?toolkit of functions and scripts, designed to facilitate sequential Bayesian inference (estimation) in general state sp…☆15Jan 22, 2017Updated 9 years ago
- This repo houses the data and project: Ecuador Retail Store Sales.☆14Sep 3, 2024Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Multi-class probabilistic classification using inductive and cross Venn–Abers predictors☆50Jun 22, 2022Updated 4 years ago
- Recyclable Gaussian Processes☆11Dec 8, 2022Updated 3 years ago
- Portfolio optimization with cvxopt☆41Feb 8, 2026Updated 5 months ago
- Code repository for paper: An ensemble score filter for tracking high-dimensional nonlinear dynamical systems☆21Nov 5, 2024Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated 6 months ago
- The monocular version of OrcVIO, which reconstructs object using both semantic keypoints and bounding boxes☆26May 25, 2022Updated 4 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- Loose Coupling of GNSS/INS Using IA-EKF, IGGIII and KGP Methods Based on KF-GINS☆20Apr 22, 2024Updated 2 years ago
- Python library for decoding the Galileo High Accuracy Service (HAS)☆20Mar 12, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- test repo for Algorithms for Optimization☆31Jul 31, 2022Updated 3 years ago
- Sharpe ratio☆21Updated this week
- ☆17Mar 12, 2025Updated last year
- ☆21May 2, 2022Updated 4 years ago
- Winner-takes-all for Multivariate Probabilistic Time Series Forecasting☆62Aug 17, 2025Updated 11 months ago
- ☆88Nov 23, 2024Updated last year
- ☆16Dec 16, 2022Updated 3 years ago
- [ NeurIPS 2023 ] Official Codebase for "Conformal Meta-learners for Predictive Inference of Individual Treatment Effects"☆48Oct 19, 2023Updated 2 years ago
- A High level PyTorch Training and Utility Library☆12Sep 16, 2025Updated 10 months ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Implementing a first hurdle for expected returns☆18Updated this week
- [AAMAS 2023] Code for the paper "Automatic Noise Filtering with Dynamic Sparse Training in Deep Reinforcement Learning"☆12Feb 22, 2024Updated 2 years ago
- A naive implementation: Tightly coupled single frequency GPS BDS RTKINS in C++☆27Apr 3, 2022Updated 4 years ago
- Illustration of the decorrelation method to perform backtesting on correlated data.☆20Nov 17, 2024Updated last year
- files for DDK☆11Dec 20, 2023Updated 2 years ago
- Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson☆85Feb 5, 2026Updated 5 months ago
- ☆28Aug 26, 2024Updated last year