spdes / chirpgpLinks
Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes
☆12Updated 10 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 9 months ago
- Codes for Hilbert space reduced-rank GP regression☆14Updated 6 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆67Updated 7 months 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
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- GPFlow based implementation of temporal parallellization of state space GPs☆15Updated 3 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 6 months ago
- ☆15Updated 2 years ago
- Gradient-informed particle MCMC methods☆12Updated last year
- All things Monte Carlo, written in JAX.☆31Updated 2 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Exponential families for JAX☆73Updated this week
- ☆11Updated 3 years ago
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆105Updated last year
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆61Updated last year
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 7 months ago
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- Gaussian processes with spherical harmonic features in JAX☆15Updated 3 weeks ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 6 years ago
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆32Updated last year
- Finding the conditional distributions of a Gaussian Mixture Model☆12Updated 5 years ago
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- Code accompanying the NeurIPS 2021 Paper: A Probabilistic State Space Model for Joint Inference from Differential Equations and Data (Sch…☆13Updated 2 years ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆73Updated 4 years ago
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago