Alternatives and similar repositories for GPSig

Users that are interested in GPSig are comparing it to the libraries listed below

• sremes / nssm-gp
  Non-stationary spectral mixture kernels implemented in GPflow
  ☆28Updated 6 years ago
• amzn / orthogonal-additive-gaussian-processes
  Light-weighted code for Orthogonal Additive Gaussian Processes
  ☆43Updated last year
• blei-lab / variational-smc
  Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)
  ☆65Updated 6 years ago
• wesselb / gpar
  Implementation of the Gaussian Process Autoregressive Regression Model
  ☆67Updated 7 months ago
• crisbodnar / ndp
  Official code for the ICLR 2021 paper Neural ODE Processes
  ☆74Updated 3 years ago
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆56Updated last year
• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆99Updated 5 years ago
• gatsby-sahani / gp-sde
  ☆14Updated 2 years ago
• tiskw / random-fourier-features
  Implementation of random Fourier features for kernel method, like support vector machine and Gaussian process model
  ☆101Updated 9 months ago
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆40Updated 4 months ago
• FelixOpolka / Deep-Gaussian-Process
  🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0
  ☆26Updated last year
• pmorenoz / HetMOGP
  Heterogeneous Multi-output Gaussian Processes
  ☆53Updated 5 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆96Updated last year
• xwinxu / bayeSDE
  Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"
  ☆171Updated 3 years ago
• gpapamak / snl
  Sequential Neural Likelihood
  ☆40Updated 5 years ago
• 000Justin000 / torchdiffeq
  Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
  ☆61Updated 4 years ago
• Tom-Ryder / VIforSDEs
  A variational method for fast, approximate inference for stochastic differential equations.
  ☆44Updated 7 years ago
• pmorenoz / ContinualGP
  Continual Gaussian Processes
  ☆32Updated 2 years ago
• sremes / nonstationary-spectral-kernels
  Implementation for Non-stationary Spectral Kernels (NIPS 2017)
  ☆20Updated 5 years ago
• TyXe-BDL / TyXe
  ☆152Updated 2 years ago
• JTT94 / filterflow
  Extensible Tensorflow library for differentiable particle filtering. ICML 2021.
  ☆42Updated 2 years ago
• wjmaddox / spectralgp
  Code repo for "Function-Space Distributions over Kernels"
  ☆32Updated 4 years ago
• BorealisAI / continuous-time-flow-process
  PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
  ☆48Updated 4 years ago
• secondmind-labs / GPflux
  Deep GPs built on top of TensorFlow/Keras and GPflow
  ☆127Updated 10 months ago
• jambo6 / neuralRDEs
  Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
  ☆118Updated 4 years ago
• jamesross2 / Bayesian-HMM
  A non-parametric Bayesian approach to Hidden Markov Models
  ☆87Updated 2 years ago
• catniplab / tree_structured_rslds
  Tree-structured recurrent switching linear dynamical systems
  ☆37Updated 5 years ago
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆279Updated last year
• lindermanlab / ssm-jax
  Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend
  ☆61Updated last year
• j-wilson / GPflowSampling
  Code for efficiently sampling functions from GP(flow) posteriors
  ☆72Updated 4 years ago