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distribution_regression_streams

Regression on ensembles of (multivariate) time series.

gpsig

Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances

hallareas

This repository contains python code to perform computations with (Hall) integrals and (Hall) areas

oxford_dphil

Various work done during Oxford DPhil.

siginversion

sigkerax

GPU-amenable PDE solver for signature kernels in JAX

sigkernel

Differentiable computations for the signature-PDE-kernel on CPU and GPU.

sigkerppde

Code for the paper Solving path-dependent PDEs with signature kernels

signax

Signax: Signature computation in JAX

sigoptim

sigppde

Path-dependent PDE solver using signature kernels

sktree

Code implementation for "SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel"

torchcde

Differentiable controlled differential equation solvers for PyTorch with GPU support and memory-efficient adjoint backpropagation.

torchspde

Neural Stochastic PDEs: resolution-invariant modelling of continuous spatiotemporal dynamics