EEA-sensors / sqrt-parallel-smoothersLinks
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).
☆12Updated 6 months 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
Sorting:
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆21Updated 10 months ago
- ☆11Updated 2 years ago
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆12Updated 7 months ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- A generic interface for linear algebra backends☆73Updated 3 months ago
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 3 months ago
- Computation-Aware Kalman Filtering and RTS Smoothing☆18Updated 3 months ago
- JAX workshop for beginners☆8Updated 5 months ago
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆48Updated 2 months ago
- Exponential families for JAX☆69Updated last week
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆41Updated 2 years ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 3 years ago
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- Gaussian Markov Random Fields (GMRFs) and Integrated Nested Laplace Approximation (INLA)☆22Updated last year
- ☆15Updated last month
- Codes for Hilbert space reduced-rank GP regression☆14Updated 5 years ago
- Tutorial materials of the Probabilistic Numerics Spring School.☆34Updated 2 years ago
- Self-tuning HMC algorithms and evaluations☆19Updated 7 months ago
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆27Updated 9 months ago
- AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.☆39Updated last year
- A flexible toolkit for simulation based inference in Julia☆19Updated 2 weeks ago
- GPFlow based implementation of temporal parallellization of state space GPs☆15Updated 2 years ago
- Gaussian Processes for Sequential Data☆18Updated 4 years ago
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆32Updated 11 months ago
- Gradient-informed particle MCMC methods☆12Updated last year
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆15Updated last year
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆26Updated last year
- ☆38Updated 3 years ago