Anh Tong (@anh-tong)
github

anh-tong

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Top repositories

1

signax

Signax: Signature computation in JAX
Python
23
star
2

fractional_neural_sde

Fractional White Noises for Neural Stochastic Differential Equations (NeurIPS 2022)
Jupyter Notebook
12
star
3

sigformer

SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)
Jupyter Notebook
9
star
4

bqtorch

An implementation of Bayesian Quadrature based on GPytorch
Python
4
star
5

hyper-opt

Bilevel Hyperparameter Optimization with Implicit Differentiation
Jupyter Notebook
2
star
6

horseshoe_gp

Python
1
star
7

sigkax

Implementation of Signature Kernel in JAX
Python
1
star
8

nanoGPT-equinox

nanoGPT using Equinox
Python
1
star
9

soft-dtw-jax

Soft-DTW implementation in JAX with custom gradient
Jupyter Notebook
1
star
10

nn-gp-models

A collection of models having connections between Gaussian processes and neural networks
Python
1
star