patrick-kidger / Deep-Signature-TransformsLinks
Code for "Deep Signature Transforms" (NeurIPS 2019)
☆94Updated last year
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:
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆118Updated 4 years ago
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆274Updated last year
- Foundations and Applications☆98Updated 5 years ago
- Iterated integral signature calculations☆106Updated last month
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆49Updated 3 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆48Updated 2 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- Code for: "A Generalised Signature Method for Time Series"☆64Updated 2 years ago
- Code repo for "Function-Space Distributions over Kernels"☆32Updated 4 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Code Repo for "Subspace Inference for Bayesian Deep Learning"☆82Updated last year
- Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf☆22Updated 5 years ago
- ☆51Updated last year
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆171Updated 3 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆55Updated last year
- A PyTorch implementation of a Deep Hidden Markov Model [Structured Inference Networks for Nonlinear State Space Models]☆57Updated last year
- Sequential Neural Likelihood☆40Updated 5 years ago
- Example applications of path signatures☆40Updated 3 months ago
- [IJCAI'19, NeurIPS'19] Anode: Unconditionally Accurate Memory-Efficient Gradients for Neural ODEs☆107Updated 4 years ago
- We got a stew going!☆27Updated last year
- PyTorch implementation of Bidirectional Monte Carlo, Annealed Importance Sampling, and Hamiltonian Monte Carlo.☆52Updated 4 years ago
- Implementation of linear CorEx and temporal CorEx.☆37Updated 3 years ago
- Package implementing various parametric and nonparametric methods for conditional density estimation☆196Updated 2 years ago
- ☆27Updated last year
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- Implementation of random Fourier features for kernel method, like support vector machine and Gaussian process model☆101Updated 8 months ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- Train neural networks to use as SMC and importance sampling proposals☆24Updated 7 years ago
- Library for Bayesian Neural Networks in PyTorch (first version as published in ProbProg2020)☆42Updated 3 years ago