crispitagorico

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.

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

crispitagorico/sigkernel

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

crispitagorico/torchspde

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

crispitagorico/sigkerax

GPU-amenable PDE solver for signature kernels in JAX

crispitagorico/sktree

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

crispitagorico/oxford_dphil

Various work done during Oxford DPhil.

crispitagorico/hallareas

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

crispitagorico/torchcde

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

crispitagorico/Distribution_Regression_Streams

Regression on ensembles of (multivariate) time series.

crispitagorico/GPSig

Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances

crispitagorico/siginversion

crispitagorico/sigoptim

crispitagorico/sigkerppde

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

crispitagorico/signax

Signax: Signature computation in JAX

crispitagorico/sigppde

Path-dependent PDE solver using signature kernels