kormilitzin / the-signature-method-in-machine-learning

Related projects ⓘ

Alternatives and complementary repositories for the-signature-method-in-machine-learning

• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆90Updated 3 months ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆94Updated this week
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆262Updated 10 months ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆46Updated last year
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆59Updated last year
• datasig-ac-uk / esig
  esig python package
  ☆41Updated last month
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆35Updated 3 months ago
• msmbuilder / vde
  Variational Autoencoder for Dimensionality Reduction of Time-Series
  ☆186Updated 2 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆43Updated 3 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆23Updated last year
• karlnapf / ds3_kernel_testing
  Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"
  ☆26Updated 5 years ago
• blei-lab / variational-smc
  Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)
  ☆64Updated 5 years ago
• simonkamronn / kvae
  Kalman Variational Auto-Encoder
  ☆135Updated 5 years ago
• ratschlab / GP-VAE
  TensorFlow implementation for the GP-VAE model described in https://arxiv.org/abs/1907.04155
  ☆127Updated last year
• afermanian / embedding_with_signatures
  ☆13Updated last year
• Tom-Ryder / VIforSDEs
  A variational method for fast, approximate inference for stochastic differential equations.
  ☆43Updated 6 years ago
• wjmaddox / drbayes
  Code Repo for "Subspace Inference for Bayesian Deep Learning"
  ☆81Updated 5 months ago
• jameshensman / VFF
  Variational Fourier Features
  ☆83Updated 3 years ago
• HHalva / hmnlica
  Code for Hidden Markov Nonlinear ICA
  ☆23Updated 3 years ago
• clinicalml / dmm
  Deep Markov Models
  ☆129Updated 5 years ago
• ratschlab / SOM-VAE
  TensorFlow implementation of the SOM-VAE model as described in https://arxiv.org/abs/1806.02199
  ☆190Updated last year
• freelunchtheorem / Conditional_Density_Estimation
  Package implementing various parametric and nonparametric methods for conditional density estimation
  ☆187Updated last year
• babylonhealth / neuralTPPs
  ☆28Updated last year
• gpapamak / snl
  Sequential Neural Likelihood
  ☆38Updated 5 years ago
• jambo6 / neuralRDEs
  Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
  ☆115Updated 3 years ago
• zalandoresearch / probrnn
  State space modeling with recurrent neural networks
  ☆42Updated 6 years ago
• ratschlab / dpsom
  Code associated with ACM-CHIL 21 paper 'T-DPSOM - An Interpretable Clustering Method for Unsupervised Learning of Patient Health States'
  ☆66Updated 3 years ago
• hrayrhar / T-CorEx
  Implementation of linear CorEx and temporal CorEx.
  ☆36Updated 3 years ago
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆50Updated 6 months ago
• cvxgrp / strat_models
  A distributed method for fitting Laplacian regularized stratified models.
  ☆25Updated 3 years ago