Alternatives and similar repositories for mcmc-importance-sampling:

Users that are interested in mcmc-importance-sampling are comparing it to the libraries listed below

• pat-hanbury / MonteCarloTutorial
  Repo to supplement my tutorial on Monte Carlo Simulations and Importance Sampling
  ☆73Updated 5 years ago
• aicherc / sgmcmc_ssm_code
  Python code for SGMCMC for Time Series SSMs
  ☆12Updated 3 years ago
• kaishxu / qrnn
  QRNN (Quantile Regression Neural Network) Keras version
  ☆24Updated 4 years ago
• bgithub1 / da_rnn
  RNN based on Chandler Zuo's implementation of the paper: A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction
  ☆19Updated 5 months ago
• CivML-PolyMtl / OpenBDLM
  Bayesian Dynamic Linear Models for time-series analysis
  ☆25Updated 2 years ago
• gorecki / HACopula
  Hierarchical Archimedean copulas for MATLAB and Octave
  ☆14Updated 4 years ago
• johannaSommer / KF_irreg_TS
  Implementation of the Kalman Filter for forecasting on irregular & partially observed time series data
  ☆7Updated 3 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• spmvg / evt
  Estimators and analysis for extreme value theory (EVT)
  ☆16Updated 3 years ago
• manuwhs / BayesianRNN
  Reproducing the results of the paper "Bayesian Recurrent Neural Networks" by Fortunato et al.
  ☆39Updated 6 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated last year
• aborowska / Copulas
  Playing around with time-varying parameter copulas
  ☆12Updated 6 years ago
• alan-turing-institute / bocpdms
  ☆32Updated 6 years ago
• sydney-machine-learning / Bayesianneuralnet_stockmarket
  Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction
  ☆36Updated 3 years ago
• rohitash-chandra / mt-bnn-dts
  Multi-task learning via Bayesian Neural Networks for Dynamic Time Series Prediction
  ☆19Updated 7 years ago
• rsnirwan / GPLVMsInFinance
  Applications of Gaussian Process Latent Variable Models in Finance
  ☆11Updated 2 years ago
• amuguruza / RoughFCLT
  ☆18Updated 6 years ago
• cambridge-mlg / sghmc_dgp
  ☆28Updated 5 years ago
• sydney-machine-learning / deeplearning_timeseries
  Evaluation of shallow and deep learning models for multi-step-ahead time series prediction
  ☆57Updated 3 years ago
• pmorenoz / HetMOGP
  Heterogeneous Multi-output Gaussian Processes
  ☆51Updated 4 years ago
• gdroguski / GaussianProcesses
  Python3 project applying Gaussian process regression for forecasting stock trends
  ☆152Updated 6 years ago
• junwang23 / deepdirtycodes
  Experimental and exercising codes
  ☆21Updated 6 years ago
• RogerFrigola / VGPSSM
  Variational Gaussian Process State-Space Models
  ☆23Updated 9 years ago
• epfl-lasa / changepoint-detection
  Online Change-point Detection Algorithm for Multi-Variate Data: Applications on Human/Robot Demonstrations.
  ☆43Updated 7 years ago
• abrvkh / WaveNet_simple
  A simple implementation of the WaveNet model for time series forecasting
  ☆26Updated 6 years ago
• sorooshafiee / InverseOptimization
  Source files for our inverse optimization paper!
  ☆19Updated 7 years ago
• strongio / quantile-regression-tensorflow
  Tensorflow implementation of deep quantile regression
  ☆76Updated 2 years ago
• comeh / DeepLearningForMDPs
  Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916
  ☆12Updated 5 years ago
• danilkuzin / GP-EnKF
  Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for…
  ☆17Updated 6 years ago