romain-e-lacoste / sparklenLinks
A statistical learning toolkit for high-dimensional Hawkes processes in Python
☆17Updated 3 weeks ago
Alternatives and similar repositories for sparklen
Users that are interested in sparklen are comparing it to the libraries listed below
Sorting:
- Comparative analysis of pairwise interactions in multivariate time series.☆249Updated 3 months ago
- Domain adaptation toolbox compatible with scikit-learn and pytorch☆151Updated 2 weeks ago
- Fast and modular sklearn replacement for generalized linear models☆187Updated 3 months ago
- catch22: CAnonical Time-series CHaracteristics☆453Updated this week
- Scikit-learn compatible decision trees beyond those offered in scikit-learn☆85Updated last week
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆292Updated last year
- esig python package☆50Updated last year
- ☆11Updated 5 years ago
- Structural Time Series in JAX☆212Updated last year
- Repository for CARTE: Context-Aware Representation of Table Entries☆161Updated 4 months ago
- A regression solver for high dimensional penalized linear, quantile and logistic regression models'☆92Updated 6 months ago
- PyVBMC: Variational Bayesian Monte Carlo algorithm for posterior and model inference in Python☆123Updated 3 weeks ago
- python implementation of catch22☆89Updated 4 months ago
- Code for Hidden Markov Nonlinear ICA☆24Updated 4 years ago
- CausalFlow: a Unified Framework for Causality in Time-Series☆65Updated 5 months ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆61Updated last year
- xRFM: Accurate, scalable, and interpretable feature learning models for tabular data☆55Updated 3 weeks ago
- A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python☆292Updated last week
- A Python package for probabilistic state space modeling with JAX☆901Updated 3 weeks ago
- Iterated integral signature calculations☆114Updated last month
- AntroPy: entropy and complexity of (EEG) time-series in Python☆350Updated 10 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆50Updated 2 years ago
- Tutorials for the Machine Learning for Time Series class - Master MVA☆27Updated last year
- Signax: Signature computation in JAX☆37Updated 11 months ago
- python package for DFA (Detrended Fluctuation Analysis) and related algorithms☆130Updated 11 months ago
- Functions for calculating mutual information and other information theoretic quantities using a parametric Gaussian copula.☆99Updated 5 years ago
- Code for: "A Generalised Signature Method for Time Series"☆65Updated 2 years ago
- Recurrent Switching Linear Dynamical Systems☆116Updated 2 years ago
- Multivariate data modelling with Copulas in Python☆159Updated 10 months ago
- Conformal prediction for time-series applications.☆130Updated 2 years ago