andreas-koukorinis

PaperCode

GPFDA-dev

Develop version of the package GPFDA

aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

chapydette

Fast Cython implementations of kernel-based change-point estimation algorithms

CrossCorrelation

Here I use cross correlation to probe the limitation of using multiple sensors to extract underpinned signal.

deep-learning-drizzle

Drench yourself in Deep Learning, Reinforcement Learning, Machine Learning, Computer Vision, and NLP by learning from these exciting lectures!!

fathon

python package for DFA (Detrended Fluctuation Analysis) and related algorithms

Fixed-Income

IndependenceTest

A python notebook that demonstrates a kernel based statistic for testing the independence of two random variables from their samples

ipython-tikzmagic

IPython magics for generating figures with TikZ

kaggle_competitions

latex_style

For plots with latex style: title, labels and ticks with the compatible fonts using either Mathematica or matplotlib.

llm-course

Course with a roadmap and notebooks to get into Large Language Models (LLMs).

machine-learning-notes

Collection of useful machine learning codes and snippets (originally intended for my personal use)

midas_pro

Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS) :golf:

MMD_HSIC_non-stationary

MMD and HSIC for non-stationary random processes

nh2020-curriculum

Materials for NH2020

phd-thesis-1

My PhD thesis: Regression modelling using priors depending on Fisher information covariance kernels (I-priors)

pml-book

"Probabilistic Machine Learning" - a book series by Kevin Murphy

Python-for-Finance-Cookbook

Repository of Python for Finance Cookbook, published by Packt

pytvfemd

Python implementation of time varying filter EMD

shap

A game theoretic approach to explain the output of any machine learning model.

shogun

tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

torch-two-sample

A PyTorch library for two-sample tests

tsne-cuda

GPU Accelerated t-SNE for CUDA with Python bindings

tutorials_week2

tutorials for MLSS 2019 Skoltech

v130

Proceedings of AISTATS 2021

WMMD

Two-Sample test based of the MMD that correct for selection bias

xcorr

Normalized cross-correlation or cross-correlation with specified maximum lag