Alternatives and similar repositories for var-hawkes:

Users that are interested in var-hawkes are comparing it to the libraries listed below

• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆65Updated 4 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 2 years ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆28Updated last year
• HongtengXu / Hawkes-Process-Toolkit
  A toolbox of Hawkes processes
  ☆112Updated 7 years ago
• omitakahiro / NeuralNetworkPointProcess
  code for "Fully Neural Network based Model for General Temporal Point Processes"
  ☆60Updated 4 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• stmorse / hawkes
  Python class for generation and parameter estimation of multivariate Hawkes processes
  ☆167Updated last year
• shchur / ifl-tpp
  Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)
  ☆84Updated 4 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 6 months ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 3 years ago
• babylonhealth / neuralTPPs
  ☆29Updated last year
• xiao03 / nh
  A PyTorch Implementation of Neural Hawkes Process. Redefined.
  ☆33Updated 4 years ago
• 000Justin000 / torchdiffeq
  Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
  ☆58Updated 4 years ago
• HongtengXu / PoPPy
  A Point Process Toolbox Based on PyTorch
  ☆129Updated 4 years ago
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆237Updated last year
• saadlabyad / aslsd
  Parametric estimation of multivariate Hawkes processes with general kernels.
  ☆13Updated 10 months ago
• sweichwald / tidybench
  TIme series DiscoverY BENCHmark (tidybench)
  ☆37Updated last year
• ragoragino / py-hawkes
  Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…
  ☆10Updated 7 years ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆47Updated last year
• achab / nphc
  NPHC
  ☆17Updated 3 years ago
• meowoodie / Neural-Spectral-Marked-Point-Processes
  A novel general non-stationary point process model based on neural networks.
  ☆10Updated 2 years ago
• X-DataInitiative / tick-datasets
  Hosting of ready-to-use machine learning datasets
  ☆17Updated 7 years ago
• pmorenoz / HierCPD
  Hierarchical Change-Point Detection
  ☆14Updated 6 years ago
• musically-ut / tf_rmtpp
  Recurrent Marked Temporal Point Processes
  ☆56Updated 3 years ago
• shazzzm / topcorr
  ☆17Updated 2 years ago
• QiangAIResearcher / sahp_repo
  ☆59Updated 4 years ago
• meowoodie / Spatio-Temporal-Point-Process-Simulator
  A Spatio-temporal point process simulator.
  ☆46Updated last year
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆38Updated 2 weeks ago
• abdulfatir / REDSDS
  Pytorch implementation of RED-SDS (NeurIPS 2021).
  ☆18Updated 3 years ago