tgcsaba / GPSigLinks
Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
☆47Updated 2 years ago
Alternatives and similar repositories for GPSig
Users that are interested in GPSig are comparing it to the libraries listed below
Sorting:
- Implementation of random Fourier features for kernel method, like support vector machine and Gaussian process model☆101Updated 10 months ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆56Updated last year
- Light-weighted code for Orthogonal Additive Gaussian Processes☆43Updated last year
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- Foundations and Applications☆100Updated 5 years ago
- ☆152Updated 2 years ago
- 🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0☆26Updated last year
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆171Updated 3 years ago
- Sequential Neural Likelihood☆40Updated 6 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆67Updated 7 months ago
- ☆15Updated 2 years ago
- Code repo for "Function-Space Distributions over Kernels"☆32Updated 4 years ago
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- Heterogeneous Multi-output Gaussian Processes☆53Updated 5 years ago
- Continual Gaussian Processes☆31Updated 2 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆62Updated 4 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆73Updated 4 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆97Updated last year
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Signax: Signature computation in JAX☆35Updated 7 months ago
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆283Updated last year
- Deep GPs built on top of TensorFlow/Keras and GPflow☆127Updated 10 months ago
- A community repository for benchmarking Bayesian methods☆110Updated 3 years ago
- Example applications of path signatures☆41Updated 5 months ago
- Code Repo for "Subspace Inference for Bayesian Deep Learning"☆83Updated last year
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 2 years ago
- Deep Gaussian Processes with Doubly Stochastic Variational Inference☆150Updated 6 years ago
- Official code for the ICLR 2021 paper Neural ODE Processes☆74Updated 3 years ago