patrick-kidger / Deep-Signature-TransformsLinks
Code for "Deep Signature Transforms" (NeurIPS 2019)
☆93Updated 11 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)☆274Updated last year
- Code for: "A Generalised Signature Method for Time Series"☆63Updated last year
- Foundations and Applications☆97Updated 5 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆118Updated 4 years ago
- Iterated integral signature calculations☆106Updated last month
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆47Updated 2 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆55Updated last year
- esig python package☆48Updated 6 months ago
- Signax: Signature computation in JAX☆30Updated 4 months ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆49Updated 2 years ago
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆38Updated 2 years ago
- ☆27Updated last year
- Code for Hidden Markov Nonlinear ICA☆24Updated 3 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆72Updated 3 years ago
- Example applications of path signatures☆39Updated 2 months ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆50Updated 3 years ago
- Kalman Variational Auto-Encoder☆136Updated 6 years ago
- Code for "Generalised Interpretable Shapelets for Irregular Time Series"☆57Updated last year
- ☆51Updated 11 months ago
- Sequential Neural Likelihood☆40Updated 5 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- implementing "recurrent attentive neural processes" to forecast power usage (w. LSTM baseline, MCDropout)☆95Updated 3 months ago
- Code repository of the paper Learning Long-Term Dependencies in Irregularly-Sampled Time Series☆114Updated 2 years ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆48Updated last year
- ☆134Updated 11 months ago
- Robust pricing and hedging via Neural SDEs☆36Updated 3 years ago
- Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.☆74Updated 7 months ago