patrick-kidger / signatoryLinks
Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
☆286Updated last year
Alternatives and similar repositories for signatory
Users that are interested in signatory are comparing it to the libraries listed below
Sorting:
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆97Updated last year
- Iterated integral signature calculations☆113Updated 2 weeks ago
- esig python package☆50Updated 11 months ago
- Foundations and Applications☆101Updated 5 years ago
- Signax: Signature computation in JAX☆37Updated 9 months ago
- Differentiable controlled differential equation solvers for PyTorch with GPU support and memory-efficient adjoint backpropagation.☆455Updated 2 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆49Updated 2 years ago
- Code for "Neural Controlled Differential Equations for Irregular Time Series" (Neurips 2020 Spotlight)☆679Updated 3 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆120Updated 4 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆55Updated 2 weeks ago
- Code for: "A Generalised Signature Method for Time Series"☆65Updated 2 years ago
- Official Implementation of "Transformers Can Do Bayesian Inference", the PFN paper☆239Updated last year
- Gaussian process modelling in Python☆225Updated 11 months ago
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆170Updated 3 years ago
- Structural Time Series in JAX☆200Updated last year
- ☆155Updated 3 years ago
- This library would form a permanent home for reusable components for deep probabilistic programming. The library would form and harness a…☆309Updated 4 months ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆49Updated 3 years ago
- PyTorch-based library for Riemannian Manifold Hamiltonian Monte Carlo (RMHMC) and inference in Bayesian neural networks☆464Updated last year
- Deep GPs built on top of TensorFlow/Keras and GPflow☆127Updated last year
- Toolbox for working with streaming data as rough paths in Python☆43Updated last week
- Package implementing various parametric and nonparametric methods for conditional density estimation☆197Updated 2 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆105Updated 2 years ago
- Code for the paper "Learning Differential Equations that are Easy to Solve"☆284Updated 3 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆63Updated 4 years ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆51Updated last month
- Python package for canonical vine copula trees with mixed continuous and discrete marginals☆49Updated last year
- Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.☆226Updated last year
- Example applications of path signatures☆41Updated 7 months ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 5 years ago