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Particle filtering and sequential parameter inference in Python
Stochastic processes in pytorch and pyro
Extends numpyro with distributions for structural timeseries
Utilities for integrating sklearn and numpyro
Streamlit MSAL authentication
Implements Probabilistic PCA by means of EM via rust
Repositories
16Implements Probabilistic PCA by means of EM via rust
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Extends numpyro with distributions for structural timeseries
Kalman Filter, Smoother, and EM Algorithm for Python
A multiverse of Prophet models for timeseries
A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python
Particle filtering and sequential parameter inference in Python
Python library for portfolio optimization built on top of scikit-learn
Utilities for integrating sklearn and numpyro
A unified framework for machine learning with time series
Streamlit MSAL authentication
Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.
Ready to run docker-compose configuration for ML Flow with Mysql and Minio S3
Kalman filter in JAX
State Space Models library in JAX
Stochastic processes in pytorch and pyro