Popular GitHub Repositories for Stochastic Processes

NMA Computational Neuroscience course

Gaussian processes in TensorFlow

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Language modeling via stochastic processes. Oral @ ICLR 2022.

PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)

Implementation of the Gaussian Process Latent Variable Model.

Estimating high-order interactions in time series data of any dimension

Neural network that has been trained to detect temporal correlation and distinguish chaotic from stochastic signals

Totally Asymmetric Simple Exclusion Process (TASEP) using reinforcement learning (RL) agents

Partially Hidden Markov Chain Multivariate Linear AutoRegressive model

The NHMC-AR model is a Non-Homogeneous Markov Chain AutoRegressive model. It is designed to perform context-sensitive forecasting in time series that are associated with event sequences.

A Pyro-PPL implementation of a 2D Ornstein-Uhlenbeck process using stochastic variational inference.