patrick-kidger / Deep-Signature-TransformsLinks
Code for "Deep Signature Transforms" (NeurIPS 2019)
☆93Updated 10 months ago
Alternatives and similar repositories for Deep-Signature-Transforms
Users that are interested in Deep-Signature-Transforms are comparing it to the libraries listed below
Sorting:
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆272Updated last year
- Iterated integral signature calculations☆105Updated last week
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆118Updated 4 years ago
- Code for: "A Generalised Signature Method for Time Series"☆63Updated last year
- Foundations and Applications☆96Updated 4 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆47Updated 2 years ago
- esig python package☆48Updated 5 months ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆55Updated last year
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆49Updated 2 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Signax: Signature computation in JAX☆29Updated 4 months ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆72Updated 3 years ago
- Code repository of the paper Learning Long-Term Dependencies in Irregularly-Sampled Time Series☆114Updated 2 years ago
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆170Updated 3 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- Code Repo for "Subspace Inference for Bayesian Deep Learning"☆82Updated 11 months ago
- ☆26Updated last year
- Example applications of path signatures☆39Updated 2 months ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆49Updated 3 years ago
- Code for "Generalised Interpretable Shapelets for Irregular Time Series"☆57Updated last year
- Kalman Variational Auto-Encoder☆136Updated 6 years ago
- Code for "Functional variational Bayesian neural networks" (https://arxiv.org/abs/1903.05779)☆84Updated 4 years ago
- Code for Hidden Markov Nonlinear ICA☆24Updated 3 years ago
- Sequential Neural Likelihood☆40Updated 5 years ago
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆38Updated 2 years ago
- A PyTorch implementation of a Deep Hidden Markov Model [Structured Inference Networks for Nonlinear State Space Models]☆57Updated 10 months ago
- Embed strange attractors using a regularizer for autoencoders☆133Updated 3 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Pytorch version of "Deep Convolutional Networks as shallow Gaussian Processes" by Adrià Garriga-Alonso, Carl Rasmussen and Laurence Aitch…☆32Updated 5 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago