rasmusbergpalm / pytorch-lgssm
A Linear Gaussian State Space Model (LGSSM) for pytorch, also known as a Linear Dynamical System (LDS)
☆13Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for pytorch-lgssm
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆47Updated 4 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- Code for Hidden Markov Nonlinear ICA☆23Updated 3 years ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆71Updated 2 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆50Updated 6 months ago
- PyTorch re-implementation of [Structured Inference Networks for Nonlinear State Space Models, AAAI 17]☆23Updated 3 years ago
- Example applications of path signatures☆35Updated 3 months ago
- Variational Gaussian Process State-Space Models☆21Updated 9 years ago
- Python code for SGMCMC for Time Series SSMs☆11Updated 3 years ago
- Implementation of the ICML 2024 paper "Discovering Mixtures of Structural Causal Models from Time Series Data"☆17Updated 3 weeks ago
- Methods and experiments for assumed density SDE approximations☆11Updated 2 years ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Updated 6 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆58Updated 3 years ago
- ☆12Updated last year
- Continual Gaussian Processes☆31Updated last year
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 5 years ago
- ☆23Updated last year
- Code repo for "Function-Space Distributions over Kernels"☆31Updated 3 years ago
- ☆9Updated 10 months ago
- PyTorch implementation of Bidirectional Monte Carlo, Annealed Importance Sampling, and Hamiltonian Monte Carlo.☆52Updated 3 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆12Updated 2 weeks ago
- Kernel Identification Through Transformers☆12Updated last year
- Recyclable Gaussian Processes☆11Updated last year
- Light-weighted code for Orthogonal Additive Gaussian Processes☆38Updated 3 months ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆64Updated 5 years ago
- Pytorch implementation of RED-SDS (NeurIPS 2021).☆18Updated 3 years ago
- Heterogeneous Multi-output Gaussian Processes☆51Updated 4 years ago
- Code for our paper: Online Variational Filtering and Parameter Learning☆18Updated 2 years ago
- 🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0☆26Updated 9 months ago
- Code for "Causal autoregressive flows" - AISTATS, 2021☆44Updated 3 years ago