bayesloop
Model selection tool
A framework for fitting time series models with changing parameters and selecting the best model using Bayesian inference
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
156 stars
13 watching
27 forks
Language: Python
last commit: 10 months ago
Linked from 1 awesome list
anomaly-detectionbayesian-inferencemodel-selectionprobabilistic-programmingtime-series-analysis
krzjoa/awesome-python-data-scienceRelated projects:
| Repository | Description | Stars |
|---|---|---|
 jungtaekkim/bayeso | A framework for optimizing hyperparameters in machine learning models using Bayesian optimization | 93 |
 probcomp/bayesdb | A system for querying probable implications of data using Bayesian inference and a custom query language. | 891 |
 mattjj/pyhsmm | A Python library providing approximate inference methods for Bayesian Hidden Markov Models and their extensions. | 549 |
 maxsklar/bayespy | A Python library for Bayesian inference and multinomial mixture modeling | 108 |
 ctallec/pyvarinf | A Python package facilitating Bayesian Deep Learning methods with Variational Inference for PyTorch | 359 |
 uber/orbit | A Python package for Bayesian time series forecasting and inference with probabilistic programming languages under the hood. | 1,899 |
 ttriche/bayescc | A software tool used to perform Bayesian consensus clustering of data. | 19 |
 johannfaouzi/pyts | A Python package for time series classification and analysis | 1,781 |
 amazaspshumik/sklearn-bayes | A collection of Python packages implementing Bayesian machine learning algorithms with scikit-learn API | 514 |
 joashc/csharp-probability-monad | A monadic probabilistic programming framework for Bayesian modelling and inference in C#. | 96 |
 alvations/bayesline | A software framework implementing a multivariate Bayesian classifier for language identification | 0 |
 jpeg729/pytorch_bits | An experimental framework for developing and testing deep learning models on time-series prediction tasks | 79 |
 arviz-devs/arviz | A Python package for exploring and analyzing Bayesian models in data science | 1,620 |
 google/edward2 | A tool for writing probabilistic models and manipulating their computation | 680 |
 locuslab/e2e-model-learning | Develops an approach to learning probabilistic models in stochastic optimization problems | 201 |