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Aleksander's Projects

adaconv icon adaconv

Adam, but includes covariances in the CNN filters in the covariance matrix.

audiogate icon audiogate

Implementation of a Noise Gate for audio applications

autogeodesics icon autogeodesics

Easily integrate the geodesics equation using automatic differentiation.

deep-kernel-gp icon deep-kernel-gp

Deep Kernel Learning. Gaussian Process Regression where the input is a neural network mapping of x that maximizes the marginal likelihood

futurecashflow icon futurecashflow

Discount Future Cash Flows / Dividends by explicitly modelling risk. Instead of using simplistic models with hard-to-calculate discounting rates.

leastsquaresfir icon leastsquaresfir

Given sequences x and y, find the impulse response that gives the least-squares error .

matsq icon matsq

Iterative method to find square root of a matrix

noisy-gp icon noisy-gp

Gaussian Process Regression for training data with noisy inputs and/or outputs

slr icon slr

Simple linear regression with confidence intervals

sqrt_mvp icon sqrt_mvp

Calculates the product between square roots of matrices and vectors

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