Taylor moment expansion in Python (JaX and SymPy) and Matlab
☆11Nov 26, 2024Updated last year
Alternatives and similar repositories for tme
Users that are interested in tme are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- State-space deep Gaussian processes in Python and Matlab☆31Jun 12, 2022Updated 4 years ago
- Gradient-informed particle MCMC methods☆12Jan 29, 2024Updated 2 years ago
- Next generation MCMC samplers with automatic differentiaion and adaptive Poisson thinning☆13Sep 21, 2026Updated 2 weeks ago
- Code repository for paper: A score-based filter for nonlinear data assimilation☆14Nov 5, 2024Updated last year
- Zheng Zhao's doctoral dissertation from Aalto University☆35Oct 10, 2022Updated 3 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.
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆13Oct 30, 2024Updated last year
- GPFlow based implementation of temporal parallellization of state space GPs☆16Sep 8, 2022Updated 4 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 6 years ago
- Matrix exponential in cuda for pytorch and tensorflow☆17Nov 26, 2018Updated 7 years ago
- MATLAB code for Combined Hybrid-Parallel Prediction☆10Nov 14, 2022Updated 3 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 3 years ago
- Lecture "A computational introduction to stochastic differential equations".☆38Mar 13, 2026Updated 6 months ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 5 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 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.
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆28Aug 9, 2024Updated 2 years ago
- Experiments with variational autoencoders in Julia☆17Sep 19, 2019Updated 7 years ago
- Accompanying code for "Weak form generalized Hamiltonian learning"☆11Feb 13, 2021Updated 5 years ago
- A PyTorch implementation of ResNet-preact☆12Aug 5, 2019Updated 7 years ago
- Bayesian neural nets trained with Hamiltonian Monte Carlo☆11Sep 28, 2018Updated 8 years ago
- Jupyter notebooks used in the course Numerical Analysis (MAST 334 and MATH 354) at Concordia University☆22Nov 28, 2023Updated 2 years ago
- A PyTorch Lightning template to try out a wide range of ideas on the Ubiquant Market Prediction competition without modifying any code!☆12Mar 24, 2022Updated 4 years ago
- Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arn…☆15Nov 1, 2020Updated 5 years ago
- ☆16Dec 15, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 📈 如何用深度强化学习自动炒股☆13Mar 31, 2020Updated 6 years ago
- A demo of Bayesian neural networks, using SVI and HMC.☆13Sep 12, 2019Updated 7 years ago
- My current Manjaro desktop config☆13Jan 17, 2018Updated 8 years ago
- Stochastic Gradient Markov Chain Monte Carlo and Optimisation☆17Mar 21, 2017Updated 9 years ago
- Conditional Associative Logic Memory☆27Oct 30, 2017Updated 8 years ago
- Materials for "best practices for collaborative latex" course for PhD students at CREST☆17Nov 6, 2024Updated last year
- ExponentialFamily.jl is a Julia package that extends the functionality of Distributions.jl by providing a collection of exponential famil…☆15Sep 29, 2026Updated last week
- Gaussian Online Processes for Python☆19Jan 5, 2025Updated last year
- Second-order differentiable PyTorch GRUs in JIT with TorchScript☆13May 10, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- differential Sharpe ratio☆38Jun 28, 2019Updated 7 years ago
- ☆49Dec 15, 2020Updated 5 years ago
- Solving the one-dimensional time-dependent Schrodinger Equation for different potentials using the Crank-Nicolson method and analyzing th…☆15Jun 7, 2022Updated 4 years ago
- Covers a variety of computational topics including integration, differential equations, statistical analysis and signal processing.☆15May 19, 2026Updated 4 months ago
- Package for CGD and ACGD optimizers☆20Aug 11, 2022Updated 4 years ago
- Reduced-Rejection-Rate Monte Carlo for Ising spin models☆18Mar 16, 2022Updated 4 years ago
- Code repository for paper: An ensemble score filter for tracking high-dimensional nonlinear dynamical systems☆22Nov 5, 2024Updated last year