kamdh / tvart
Time-varying Autoregression with Low Rank Tensors
☆15Updated 3 years ago
Alternatives and similar repositories for tvart:
Users that are interested in tvart are comparing it to the libraries listed below
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 6 years ago
- ☆14Updated last year
- 🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0☆27Updated last year
- see https://github.com/thangbui/geepee for a faster implementation☆37Updated 7 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆58Updated 4 years ago
- A framework for Bayesian optimization of composite functions.☆14Updated 2 years ago
- Python and MATLAB code for Stein Variational sampling methods☆25Updated 5 years ago
- ☆28Updated 6 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 5 years ago
- A novel general non-stationary point process model based on neural networks.☆10Updated 2 years ago
- Variational Gaussian Process State-Space Models☆23Updated 9 years ago
- Tree-structured recurrent switching linear dynamical systems☆36Updated 4 years ago
- Black box variational inference for state space models☆1Updated 8 years ago
- Code repo for "Function-Space Distributions over Kernels"☆31Updated 4 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
- Implementation of the Gaussian Process Autoregressive Regression Model☆65Updated 3 months ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- Hierarchical Change-Point Detection☆14Updated 6 years ago
- Code for "Differentiable Compositional Kernel Learning for Gaussian Processes" https://arxiv.org/abs/1806.04326☆71Updated 6 years ago
- ☆94Updated 6 years ago
- Clean repo for tensor-train RNN implemented in TensorFlow☆69Updated 5 years ago
- Gaussian process regression + automatical model selection for logitudinal -omics data☆21Updated 4 years ago
- Data-driven modeling of chaotic systems in the form of SDEs and nonlinear observation maps☆18Updated 4 years ago
- Implementaion of Gaussian Process Recurrent Neural Networks developed in "Neural Dynamics Discovery via Gaussian Process Recurrent Neura…☆40Updated 2 years ago
- Code for Randomly Projected Additive Gaussian Processes☆25Updated 5 years ago
- A collection of Gaussian process models☆30Updated 7 years ago