A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well as efficient gradient rules for computing gradients of required quantities (such as the pseudo-loglikelihood of the system).
☆14Apr 20, 2026Updated last month
Alternatives and similar repositories for sqrt-parallel-smoothers
Users that are interested in sqrt-parallel-smoothers are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆27Aug 9, 2024Updated last year
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Feb 8, 2025Updated last year
- ☆12Jul 6, 2022Updated 3 years ago
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆13Oct 30, 2024Updated last year
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆21Jul 20, 2024Updated last year
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆33Sep 15, 2023Updated 2 years ago
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆14May 8, 2023Updated 3 years ago
- Code accompanying the NeurIPS 2021 Paper: A Probabilistic State Space Model for Joint Inference from Differential Equations and Data (Sch…☆13Nov 7, 2022Updated 3 years ago
- A package for computing matrix exponentials and finite horizon Gramians☆11Jan 21, 2026Updated 4 months ago
- GPFlow based implementation of temporal parallellization of state space GPs☆16Sep 8, 2022Updated 3 years ago
- Gradient-informed particle MCMC methods☆12Jan 29, 2024Updated 2 years ago
- Zheng Zhao's doctoral dissertation from Aalto University☆35Oct 10, 2022Updated 3 years ago
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆18Dec 28, 2023Updated 2 years ago
- Probabilistic Finite Volume Method based on Affine Gaussian Process inference☆11Jun 10, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Gaussian processes with spherical harmonic features in JAX☆16Aug 24, 2025Updated 9 months ago
- Iterative Linearized Control Toolbox☆37Aug 7, 2024Updated last year
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆103Jul 6, 2023Updated 2 years ago
- Source code for my PhD thesis: Backpropagation Beyond the Gradient☆21Feb 25, 2023Updated 3 years ago
- Various estimators of the infinite dimensional exponential family model☆16May 17, 2017Updated 9 years ago
- Codes for Hilbert space reduced-rank GP regression☆16Jul 30, 2019Updated 6 years ago
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆133Jun 8, 2026Updated last week
- This code accompanies the manuscript "A Generative Framework for Probabilistic, Spatiotemporally Coherent Downscaling of Climate Simulati…☆37Jul 21, 2025Updated 10 months ago
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆242Dec 22, 2023Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Jax SSM Library☆48Nov 24, 2022Updated 3 years ago
- Input Inference for Control (i2c), a control-as-inference framework for optimal control☆26Sep 6, 2023Updated 2 years ago
- Exponential families for JAX☆77Jun 10, 2026Updated last week
- Convolutions and more as einsum for PyTorch☆18Jun 6, 2024Updated 2 years ago
- Open source Java framework to create, process and manage mixtures of exponential family☆14Aug 4, 2015Updated 10 years ago
- Structural Time Series in JAX☆214May 8, 2024Updated 2 years ago
- ☆10Jun 13, 2022Updated 4 years ago
- Backward-filtering forward-guiding with StochasticDiffEq.jl☆12Feb 23, 2024Updated 2 years ago
- Implementation of point-based value iteration (for POMDPs)☆12Mar 31, 2020Updated 6 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆12Jul 26, 2016Updated 9 years ago
- BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.☆1,090Jun 10, 2026Updated last week
- MUBI Addon for Kodi / XBMC☆13Jan 2, 2021Updated 5 years ago
- Fork me and get funded! Dead simple workflow for forking a GitHub Project and making it your own.☆17Oct 2, 2024Updated last year
- Normalizing Flows using JAX☆87Nov 30, 2023Updated 2 years ago
- A set of tools aimed to bridge Phoenix with the Kotlin Multiplatform world☆10Feb 20, 2022Updated 4 years ago
- Example code to speed up GP inference with gradients for high-dimensional inputs.☆14Jul 12, 2021Updated 4 years ago