spdes / chirpgpLinks
Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes
☆13Updated 11 months ago
Alternatives and similar repositories for chirpgp
Users that are interested in chirpgp are comparing it to the libraries listed below
Sorting:
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 10 months ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆68Updated 8 months ago
- Codes for Hilbert space reduced-rank GP regression☆14Updated 6 years ago
- GPFlow based implementation of temporal parallellization of state space GPs☆15Updated 3 years ago
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆21Updated last year
- ☆15Updated 2 years ago
- Gradient-informed particle MCMC methods☆12Updated last year
- Kernels, the machine learning ones☆14Updated 2 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆100Updated 2 years ago
- A generic interface for linear algebra backends☆73Updated 7 months ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 6 years ago
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 7 months ago
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆32Updated last year
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆237Updated last year
- AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.☆38Updated last year
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆105Updated last year
- Gaussian processes with spherical harmonic features in JAX☆15Updated last month
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- Finding the conditional distributions of a Gaussian Mixture Model☆12Updated 5 years ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Tutorials and sampling algorithm comparisons☆77Updated this week
- Code accompanying the NeurIPS 2021 Paper: A Probabilistic State Space Model for Joint Inference from Differential Equations and Data (Sch…☆13Updated 2 years ago
- ☆11Updated 3 years ago
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- SBI Workshop jointly by Helmholtz AI + ML ⇌ Science Colaboratory☆23Updated 2 years ago