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.
  ☆70Updated 4 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆73Updated 3 years ago
• stmorse / hawkes
  Python class for generation and parameter estimation of multivariate Hawkes processes
  ☆175Updated 5 months ago
• HongtengXu / Hawkes-Process-Toolkit
  A toolbox of Hawkes processes
  ☆116Updated 7 years ago
• omitakahiro / NeuralNetworkPointProcess
  code for "Fully Neural Network based Model for General Temporal Point Processes"
  ☆64Updated 5 years ago
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆247Updated 2 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆49Updated 2 years ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆109Updated 4 years ago
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆80Updated 2 years ago
• causalens / cdml-neurips2020
  This repository captures source code and data sets for our paper at the Causal Discovery & Causality-Inspired Machine Learning Workshop a…
  ☆62Updated last year
• pmorenoz / HetMOGP
  Heterogeneous Multi-output Gaussian Processes
  ☆54Updated 5 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 5 months ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆30Updated 2 years ago
• pmorenoz / HierCPD
  Hierarchical Change-Point Detection
  ☆14Updated 7 years ago
• majianthu / transferentropy
  Code for the paper "Estimating Transfer Entropy via Copula Entropy"
  ☆43Updated 2 years ago
• i6092467 / GVAR
  An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.
  ☆79Updated 2 years ago
• sweichwald / tidybench
  TIme series DiscoverY BENCHmark (tidybench)
  ☆38Updated last year
• SigCGANs / Sig-Wasserstein-GANs
  ☆30Updated 2 years ago
• meowoodie / Reinforcement-Learning-of-Spatio-Temporal-Point-Processes
  A general framework for learning spatio-temporal point processes via reinforcement learning
  ☆30Updated 5 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 3 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆56Updated 4 years ago
• anfelopera / lineqGPR
  Gaussian processes regression models with linear inequality constraints
  ☆15Updated last year
• meowoodie / Neural-Spectral-Marked-Point-Processes
  A novel general non-stationary point process model based on neural networks.
  ☆11Updated 3 years ago
• alan-turing-institute / bocpdms
  ☆34Updated 7 years ago
• shchur / ifl-tpp
  Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)
  ☆88Updated 5 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated 11 months ago
• HerreraKrachTeichmann / NJODE
  code for "Neural Jump Ordinary Differential Equations"
  ☆30Updated 2 years ago
• iancovert / Neural-GC
  Granger causality discovery for neural networks.
  ☆235Updated 4 years ago
• sakhanna / SRU_for_GCI
  Statistical Recurrent Unit based time series generative models for detecting nonlinear Granger causality
  ☆35Updated 5 years ago
• mariogutierrezroig / smite
  Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy
  ☆14Updated 7 years ago