nbfigueroa / ICSC-HMM
Toolbox for IBP Coupled SPCM-CRP Hidden Markov Model. Also contains code for EM-based HMM learning and inference for Bayesian non-parametric HDP-HMM and IBP-HMM.
☆15Updated 5 years ago
Alternatives and similar repositories for ICSC-HMM:
Users that are interested in ICSC-HMM are comparing it to the libraries listed below
- ☆47Updated 2 years ago
- Implementaion of Gaussian Process Recurrent Neural Networks developed in "Neural Dynamics Discovery via Gaussian Process Recurrent Neura…☆40Updated 2 years ago
- ☆14Updated 6 years ago
- Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for…☆17Updated 6 years ago
- Nonparametric Bayesian Inference for Sequential Data. Includes state-of-the-art MCMC inference for Beta process Hidden Markov Models (BP…☆79Updated 7 years ago
- Python library for Recurrent Gaussian Processes☆19Updated 7 years ago
- Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…☆19Updated 4 years ago
- Infinite-horizon Gaussian processes☆32Updated 4 years ago
- Variational Inference in Gaussian Mixture Model☆58Updated 4 years ago
- Python implementation of the PR-SSM.☆52Updated 6 years ago
- Pyro/Pytorch implementation of Deep Kalman FIlter for shared-mobility demand prediction☆43Updated 5 years ago
- The source code is related to our work- Shreyas Seshadri, Ulpu Remes and Okko Rasanen: "Dirichlet process mixture models for clustering i…☆10Updated 7 years ago
- Disentangled Sticky Hierarchical Dirichlet Process Hidden Markov Model☆27Updated 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
- Hierarchical Change-Point Detection☆14Updated 6 years ago
- Variational Dirichlet Process Gaussian Mixture Models☆28Updated 10 years ago
- ☆21Updated 6 years ago
- Recyclable Gaussian Processes☆11Updated 2 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Reproducing the results of the paper "Bayesian Recurrent Neural Networks" by Fortunato et al.☆40Updated 6 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 5 years ago
- This is a re-implementation and test on paper Deep Kalman Filter: https://arxiv.org/pdf/1511.05121.pdf☆17Updated 5 years ago
- Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature☆13Updated 3 years ago
- Variational Gaussian Process State-Space Models☆23Updated 9 years ago
- Continual Gaussian Processes☆32Updated last year
- Time-varying Autoregression with Low Rank Tensors☆15Updated 3 years ago
- Heterogeneous Multi-output Gaussian Processes☆52Updated 4 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆23Updated 5 years ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆64Updated 5 years ago