$anh-tong/fractional_neural_sde$ anh-tong/fractional_neural_sde

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MIT License
Created about 2 years ago
Updated about 2 years ago

$anh-tong/fractional_neural_sde$

anh-tong

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Fractional White Noises for Neural Stochastic Differential Equations (NeurIPS 2022)

signax

Signax: Signature computation in JAX

sigformer

SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)

Jupyter Notebook

bqtorch

An implementation of Bayesian Quadrature based on GPytorch

hyper-opt

Bilevel Hyperparameter Optimization with Implicit Differentiation

Jupyter Notebook

horseshoe_gp

sigkax

Implementation of Signature Kernel in JAX

nanoGPT-equinox

nanoGPT using Equinox

soft-dtw-jax

Soft-DTW implementation in JAX with custom gradient

Jupyter Notebook

nn-gp-models

A collection of models having connections between Gaussian processes and neural networks