jmetzen / kernel_regressionLinks
Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.
☆82Updated 9 years ago
Alternatives and similar repositories for kernel_regression
Users that are interested in kernel_regression are comparing it to the libraries listed below
Sorting:
- Implementation of Hidden Markov Models in pymc3☆62Updated 8 years ago
- Transforms univariate data into normally distributed data☆77Updated 3 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆112Updated 10 years ago
- ☆75Updated 2 years ago
- L1 Trend Filtering☆19Updated last year
- Files for Python Talk☆24Updated 9 years ago
- Python Copula Module☆43Updated 3 years ago
- Markov Switching Models for Statsmodels☆24Updated 9 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 10 years ago
- bayesian bootstrapping in python☆123Updated 3 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 8 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Updated 6 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 13 years ago
- Probabilistic Principal Component Analysis☆64Updated 8 years ago
- A python tutorial for a Bayesian treatment of Linear Regression: https://zjost.github.io/bayesian-linear-regression/☆83Updated 9 years ago
- Python Kalman filters vectorized as Single Instruction, Multiple Data☆189Updated 2 years ago
- ☆209Updated 7 years ago
- Bayesian Online Changepoint Detection☆64Updated 7 years ago
- A library for stock market analysis and automated trading, powered by sklearn.☆43Updated 10 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- ☆34Updated 7 years ago
- Python bindings to interesting matlab libraries for data analysis☆87Updated 9 years ago
- fast parameter estimation for simpler Hawkes processes☆73Updated 3 years ago
- Particle Gibbs for Bayesian Additive Regression Trees☆33Updated 10 years ago
- Continuous-time Hidden Markov Model☆103Updated last year
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆167Updated last year
- aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-firs…☆75Updated 9 years ago
- Creating a better validation set when test examples differ from training examples☆102Updated 9 years ago
- A Python package for performing Maximum Likelihood Estimates☆128Updated 5 years ago