hoonose / robust-filterLinks
[ICML 2017] Robust estimation of mean and covariance in high dimensions
☆33Updated 5 years ago
Alternatives and similar repositories for robust-filter
Users that are interested in robust-filter are comparing it to the libraries listed below
Sorting:
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆64Updated 2 years ago
- A collection of papers and readings for non-convex optimization☆31Updated 6 years ago
- Bayesian Filtering & Smoothing demos☆19Updated 5 years ago
- Code repo for "Kernel Interpolation for Scalable Online Gaussian Processes"☆64Updated 4 years ago
- Infinite-horizon Gaussian processes☆33Updated 4 years ago
- ☆16Updated 6 years ago
- ☆12Updated 2 years ago
- Course webpage for PGM, Spring 2019.☆76Updated 4 years ago
- Official documentation☆30Updated 4 years ago
- Efficient Wasserstein Barycenter in MATLAB (for "Fast Discrete Distribution Clustering Using Wasserstein Barycenter with Sparse Support" …☆24Updated 6 years ago
- factor graph library☆69Updated 6 years ago
- Repository for "Fitting a Kalman Smoother to Data"☆60Updated last year
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- Matlab code for my paper "Copula Variational Bayes inference via information geometry", submitted to IEEE Trans. on information theory, 2…☆54Updated 6 years ago
- Streaming sparse Gaussian process approximations☆68Updated 2 years ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- An up-to-date version of GPML library.☆37Updated 6 years ago
- Code for ICML 2019 paper on "Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations"☆18Updated 4 years ago
- Matlab code for the introduction to Gaussian processes, 2008☆30Updated 10 years ago
- I am in [research] stepped in so far that, should I wade no more, Returning were as tedious as go o'er. -MacBeth☆185Updated 11 years ago
- code for "Efficient Optimization for Sparse Gaussian Process Regression"☆21Updated 11 years ago
- Deep neural network kernel for Gaussian process☆211Updated 5 years ago
- Example codes for the book Applied Stochastic Differential Equations☆197Updated 4 years ago
- Automated Scalable Bayesian Inference☆130Updated 3 years ago
- AISTATS paper 'Uncertainty in Neural Networks: Approximately Bayesian Ensembling'☆89Updated 5 years ago
- Matlab implementations of Gaussian processes and other machine learning tools.☆139Updated 8 years ago
- ☆33Updated 2 years ago
- ROPTLIB: Riemannian Manifold Optimization Library☆77Updated 5 years ago
- Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson☆78Updated last year