tminka / fastfit
Fastfit matlab toolbox
☆25Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for fastfit
- Perform tensor-on-tensor regression☆19Updated 5 years ago
- ☆12Updated last year
- Sticky hierarchical Dirichlet process hidden Markov model for time series denoising☆44Updated 8 years ago
- Dirichlet Process Mixture using PVI, SMC, Variational☆15Updated 10 years ago
- Time-varying Autoregression with Low Rank Tensors☆15Updated 3 years ago
- Generalized Transfer Entropy analysis for model-free network reconstruction.☆30Updated 4 years ago
- Gaussian process regression + automatical model selection for logitudinal -omics data☆21Updated 3 years ago
- Implementation of linear CorEx and temporal CorEx.☆36Updated 3 years ago
- Code for AutoGP☆26Updated 5 years ago
- Variational Gaussian Process State-Space Models☆21Updated 9 years ago
- Nonparametric Bayesian Inference for Sequential Data. Includes state-of-the-art MCMC inference for Beta process Hidden Markov Models (BP…☆79Updated 6 years ago
- Fast C code for sampling Polya-gamma random variates. Builds on Jesse Windle's BayesLogit library.☆82Updated 4 years ago
- Exponential family embeddings (Poisson or Bernoulli) for discrete data☆32Updated 5 years ago
- Path algorithm for generalized lasso problems☆32Updated last year
- General Latent Feature Modeling for Heterogeneous data☆48Updated 7 months ago
- Software for selective inference☆15Updated last year
- A Python module for detecting, analysing and visualising persistent homological features of complex networks☆29Updated 3 years ago
- Code for the icml paper "zero inflated exponential family embedding"☆29Updated 7 years ago
- Variational Bayes linear and logistic regression☆34Updated 5 years ago
- Implementation of stochastic variational inference for Bayesian hidden Markov models.☆65Updated 7 years ago
- Canonical Correlation Forests☆20Updated 6 years ago
- Bayesian GPLVM in MATLAB and R☆74Updated 7 years ago
- Matlab toolbox for sparse regression☆26Updated 2 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆64Updated 5 years ago
- evaluate Granger Causality at multiple scales with the State Space formulation☆12Updated 2 years ago
- Statistics for high-dimensional data (homogeneity, sphericity, independence, spherical uniformity)☆17Updated 6 months ago
- Comparative analysis of pairwise interactions in multivariate time series.☆13Updated last year
- TIme series DiscoverY BENCHmark (tidybench)☆37Updated 9 months ago
- ☆11Updated 8 years ago