https://github.com/ai-ahmed/stochastic_fex
Probabilistic PCA and PKPCA for Stochastic Feature Extraction and Missing Data Reconstruction
https://github.com/ai-ahmed/stochastic_fex
bayesian chex distrax finance jax pkpca ppca probabilistic probabilistic-models python quantitative-finance stochastic
Last synced: over 1 year ago
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Probabilistic PCA and PKPCA for Stochastic Feature Extraction and Missing Data Reconstruction
- Host: GitHub
- URL: https://github.com/ai-ahmed/stochastic_fex
- Owner: AI-Ahmed
- License: apache-2.0
- Created: 2024-04-08T21:00:52.000Z (about 2 years ago)
- Default Branch: main
- Last Pushed: 2024-11-03T15:26:36.000Z (over 1 year ago)
- Last Synced: 2024-11-03T15:32:29.968Z (over 1 year ago)
- Topics: bayesian, chex, distrax, finance, jax, pkpca, ppca, probabilistic, probabilistic-models, python, quantitative-finance, stochastic
- Language: Python
- Homepage:
- Size: 107 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md