hoonose / robust-filter
[ICML 2017] Robust estimation of mean and covariance in high dimensions
☆34Updated 4 years ago
Alternatives and similar repositories for robust-filter:
Users that are interested in robust-filter are comparing it to the libraries listed below
- Code for ICML 2019 paper on "Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations"☆18Updated 4 years ago
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- FALKON implementation used in the experimental section of "FALKON: An Optimal Large Scale Kernel Method"☆29Updated 4 years ago
- Automated Scalable Bayesian Inference☆131Updated 3 years ago
- Heterogeneous Multi-output Gaussian Processes☆52Updated 4 years ago
- Agnostic Mean estimation code for the paper "Agnostic Estimation of Mean and Covariance"☆13Updated last year
- Dirichlet Process K-means☆48Updated 10 months ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆64Updated 2 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 5 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆23Updated 6 years ago
- code for the paper "Stein Variational Gradient Descent (SVGD): A General Purpose Bayesian Inference Algorithm"☆100Updated 6 years ago
- ☆14Updated 6 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Official documentation☆29Updated 4 years ago
- Infinite-horizon Gaussian processes☆32Updated 4 years ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- A collection of papers and readings for non-convex optimization☆31Updated 6 years ago
- Principled learning method for Wasserstein distributionally robust optimization with local perturbations (ICML 2020)☆21Updated 2 years ago
- Code for the paper "Bayesian Neural Network Priors Revisited"☆57Updated 3 years ago
- Efficient Wasserstein Barycenter in MATLAB (for "Fast Discrete Distribution Clustering Using Wasserstein Barycenter with Sparse Support" …☆25Updated 5 years ago
- A variational inference method with accurate uncertainty estimation. It uses a new semi-implicit variational family built on neural netwo…☆54Updated 6 months ago
- State-space deep Gaussian processes in Python and Matlab☆30Updated 2 years ago
- Nonparametric Differential Equation Modeling☆53Updated last year
- Multi Task Learning Package for Matlab☆21Updated 5 years ago
- ☆11Updated last year
- ☆40Updated 5 years ago
- Matlab code for my paper "Copula Variational Bayes inference via information geometry", submitted to IEEE Trans. on information theory, 2…☆53Updated 6 years ago
- The Wasserstein Distance and Optimal Transport Map of Gaussian Processes☆52Updated 4 years ago
- Code for density estimation with nonparametric cluster shapes.☆39Updated 8 years ago
- Optimal Transport for Dummies - Code, slides and article☆32Updated 7 years ago