Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
☆50May 23, 2023Updated 3 years ago
Alternatives and similar repositories for GPSig
Users that are interested in GPSig are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.☆51Jun 6, 2025Updated last year
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆61Nov 4, 2025Updated 7 months ago
- ☆14Dec 8, 2022Updated 3 years ago
- Seq2Tens: An efficient representation of sequences by low-rank tensor projections☆30Aug 11, 2023Updated 2 years ago
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆307Jan 11, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆98Jul 25, 2024Updated last year
- Code for: "A Generalised Signature Method for Time Series"☆66Jul 6, 2023Updated 2 years ago
- esig python package☆53Dec 17, 2024Updated last year
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Feb 5, 2019Updated 7 years ago
- Koopman Kernels for Learning Dynamical Systems from Trajectory Data☆34Nov 23, 2023Updated 2 years ago
- Iterated integral signature calculations☆122Updated this week
- Stochastic variational heteroscedastic Gaussian process☆15Mar 29, 2019Updated 7 years ago
- Foundations and Applications☆101Jun 16, 2020Updated 5 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Official PyTorch implementation of NeuralSVD (ICML 2024)☆25Sep 14, 2024Updated last year
- Example applications of path signatures☆42Apr 17, 2026Updated last month
- ☆30Aug 5, 2023Updated 2 years ago
- ☆12Oct 27, 2022Updated 3 years ago
- Non-Linear Covariance Shrinkage☆16Jan 1, 2022Updated 4 years ago
- ☆10Oct 11, 2022Updated 3 years ago
- A lightweight didactic library of kernel methods using the back-end JAX.☆12Mar 8, 2023Updated 3 years ago
- Code for the paper "End-to-end training of deep probabilistic CCA on paired biomedical observations".☆27May 18, 2021Updated 5 years ago
- Gaussian process regression + automatical model selection for logitudinal -omics data☆20Mar 11, 2021Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Variational Gaussian Process State-Space Models☆25Nov 10, 2015Updated 10 years ago
- A matlab toolbox to perform Wasserstein Dictionary Learning or NMF☆32Jul 15, 2016Updated 9 years ago
- A JAX-based gaussian process structure learning package for time series modelling.☆37Apr 28, 2026Updated last month
- Data Science, Time Complexity and Inferential Uncertainty (TCIU)☆11Feb 27, 2023Updated 3 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆33Feb 13, 2024Updated 2 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Jan 4, 2020Updated 6 years ago
- Active learning of GP hyperparameters following Garnett, et al., "Active Learning of Linear Embeddings for Gaussian Processes," (UAI 2014…☆16Aug 4, 2017Updated 8 years ago
- A package to Learn Linear Operators☆14Dec 14, 2025Updated 5 months ago
- ☆13Mar 21, 2023Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Research repo for reinforcement learning–based deep hedging of SPX & SPY options☆20Dec 8, 2025Updated 6 months ago
- Implementation of the work Variational multiple shooting for Bayesian ODEs with Gaussian processes☆14Aug 5, 2022Updated 3 years ago
- ☆11Jun 17, 2016Updated 9 years ago
- Released code for ICDM 2016 Budgeted Batch Bayesian Optimization☆10Feb 11, 2019Updated 7 years ago
- Collapsed Variational Bayes☆72Sep 27, 2019Updated 6 years ago
- ☆11Nov 2, 2023Updated 2 years ago
- Python3 implementation of the paper [Large-scale optimal transport map estimation using projection pursuit]☆15Feb 24, 2021Updated 5 years ago