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).
☆13Apr 20, 2026Updated 2 weeks ago
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…☆20Jul 20, 2024Updated last year
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- 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…☆12May 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
- [TMLR 2022] Curvature access through the generalized Gauss-Newton's low-rank structure: Eigenvalues, eigenvectors, directional derivative…☆17Jul 19, 2023Updated 2 years 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…☆17Dec 28, 2023Updated 2 years ago
- Probabilistic Finite Volume Method based on Affine Gaussian Process inference☆11Jun 10, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Gaussian processes with spherical harmonic features in JAX☆16Aug 24, 2025Updated 8 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 8 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☆133Apr 27, 2026Updated last week
- This code accompanies the manuscript "A Generative Framework for Probabilistic, Spatiotemporally Coherent Downscaling of Climate Simulati…☆37Jul 21, 2025Updated 9 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
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 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☆77Apr 30, 2026Updated last week
- Convolutions and more as einsum for PyTorch☆18Jun 6, 2024Updated last year
- Implicit Differentiable Optimal Control (IDOC) with JAX☆12May 11, 2022Updated 3 years ago
- Stencil computations in JAX☆71Nov 15, 2025Updated 5 months ago
- Spin up a minimalistic Data Analytics Platform on a European cloud provider☆19Apr 22, 2026Updated 2 weeks ago
- Differential equation solvers with global error estimation☆11Apr 27, 2026Updated last week
- Open source Java framework to create, process and manage mixtures of exponential family☆14Aug 4, 2015Updated 10 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Structural Time Series in JAX☆214May 8, 2024Updated 2 years ago
- ☆10Jun 13, 2022Updated 3 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
- ☆12Jul 26, 2016Updated 9 years ago
- BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.☆1,068Updated this week
- MUBI Addon for Kodi / XBMC☆13Jan 2, 2021Updated 5 years ago