kormilitzin / the-signature-method-in-machine-learning
Foundations and Applications
☆94Updated 4 years ago
Alternatives and similar repositories for the-signature-method-in-machine-learning:
Users that are interested in the-signature-method-in-machine-learning are comparing it to the libraries listed below
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆93Updated 6 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- Iterated integral signature calculations☆102Updated 3 months ago
- Example applications of path signatures☆37Updated this week
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆266Updated last year
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆45Updated 3 years ago
- Code for: "A Generalised Signature Method for Time Series"☆60Updated last year
- esig python package☆44Updated 2 months ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆115Updated 3 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆53Updated 9 months ago
- Implementation of linear CorEx and temporal CorEx.☆37Updated 3 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆64Updated 5 years ago
- Variational Autoencoder for Dimensionality Reduction of Time-Series☆185Updated 2 years ago
- Code associated with ACM-CHIL 21 paper 'T-DPSOM - An Interpretable Clustering Method for Unsupervised Learning of Patient Health States'☆68Updated 3 years ago
- ☆29Updated last year
- Variational Fourier Features☆83Updated 3 years ago
- REGAIN (Regularised Graphical Inference)☆29Updated last year
- ☆25Updated last year
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- TensorFlow implementation of the SOM-VAE model as described in https://arxiv.org/abs/1806.02199☆193Updated last year
- Code for Hidden Markov Nonlinear ICA☆24Updated 3 years ago
- Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf☆21Updated 5 years ago
- Code Repo for "Subspace Inference for Bayesian Deep Learning"☆81Updated 8 months ago
- Deep Markov Models☆130Updated 5 years ago
- Kalman Variational Auto-Encoder☆135Updated 6 years ago
- Reproducing the results of the paper "Bayesian Recurrent Neural Networks" by Fortunato et al.☆39Updated 6 years ago
- Train neural networks to use as SMC and importance sampling proposals☆24Updated 7 years ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆48Updated 2 years ago
- Toy Examples of Conditional Density Estimation with Bayesian Normalizing flows☆22Updated 6 years ago