josemiotto / pylevy
Levy distributions for Python
☆36Updated last year
Alternatives and similar repositories for pylevy:
Users that are interested in pylevy are comparing it to the libraries listed below
- A Python Wrapper for the Inform Information Analysis Library☆51Updated 5 years ago
- Code associated with the paper 'Higher-order structure of multivariate time series' (https://www.nature.com/articles/s41567-022-01852-0)☆41Updated 5 months ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆48Updated 2 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆63Updated 2 months ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- ☆13Updated 2 years ago
- Pytorch version of "Deep Convolutional Networks as shallow Gaussian Processes" by Adrià Garriga-Alonso, Carl Rasmussen and Laurence Aitch…☆32Updated 4 years ago
- Fast Imprementation of Dynamic Time Warping For Python☆43Updated last year
- Bayesian inference for a logistic regression model in various languages☆42Updated last year
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Bayesian and Maximum Likelihood Implementation of the Normalizing Flow Network (NFN): https://arxiv.org/abs/1907.08982☆21Updated 4 years ago
- Implementation of linear CorEx and temporal CorEx.☆37Updated 3 years ago
- Implementation of Hidden Markov Models in pymc3☆60Updated 8 years ago
- ☆10Updated 4 years ago
- Kernels, the machine learning ones☆14Updated 2 years ago
- Canonical Correlation Forests☆20Updated 6 years ago
- Code for NeurIPS 2021 paper 'Spatio-Temporal Variational Gaussian Processes'☆47Updated 3 years ago
- Compute set of important operations for HCTSA code☆26Updated 4 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 5 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆53Updated 10 months ago
- Copula-GP model☆17Updated last year
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆58Updated 9 months ago
- GDTW is a Python/C++ library that performs dynamic time warping. It is based on a paper by Dave Deriso and Stephen Boyd.☆39Updated 7 months ago
- Recursive Bayesian Estimation (Sequential / Online Inference)☆58Updated 11 months ago
- The Union of Intersections Framework in Python☆14Updated this week
- Parallel random matrix tools and complexity for deep learning☆33Updated last year
- Information Theoretic Tools for Python☆91Updated 5 years ago
- Markov Switching Models for Statsmodels☆22Updated 8 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- ☆14Updated last year