EmoryMLIP / MFGnet.jl
A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems
☆31Updated 3 years ago
Alternatives and similar repositories for MFGnet.jl:
Users that are interested in MFGnet.jl are comparing it to the libraries listed below
- ☆36Updated 3 years ago
- test repo for Algorithms for Optimization☆31Updated 2 years ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 3 years ago
- ☆46Updated last year
- General solver for Hamilton-Jacobi-Bellman equations☆18Updated 7 years ago
- A Julia package for solving heterogenous-agent economic models using reinforcement learning☆17Updated 2 years ago
- Julia implementation for various Frank-Wolfe and Conditional Gradient variants☆100Updated this week
- Multistart optimization methods in Julia.☆67Updated this week
- Optimal transport algorithms for Julia☆102Updated last month
- Practical tools for quantifying how well a sample approximates a target distribution☆27Updated 4 years ago
- Materials and syllabus for Cornell ORIE 7391, Faster: Algorithmic Ideas for Speeding Up Optimization☆23Updated 2 years ago
- Dense and Sparse Least Squares Optimization☆55Updated this week
- A Julia package for Deep Backwards Stochastic Differential Equation (Deep BSDE) and Feynman-Kac methods to solve high-dimensional PDEs wi…☆79Updated 2 months ago
- ☆10Updated 3 years ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- Automatic differentiation of implicit functions☆129Updated 3 weeks ago
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆72Updated this week
- Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.☆115Updated last year
- Implementation of some simple adaptive MCMC algorithms☆30Updated 2 months ago
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆21Updated 8 months ago
- ☆19Updated last year
- Proximal algorithms for nonsmooth optimization in Julia☆133Updated 2 months ago
- Simple particle filter implementation in Julia - works with POMDPs.jl models or others.☆47Updated last week
- Use Optim to train Flux models and visualize loss landscapes☆60Updated last year
- ☆23Updated 4 years ago
- Methods for computational information geometry☆44Updated this week
- A minimal reinforcement learning environment interface with additional opt-in features.☆46Updated last year
- Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo i…☆101Updated 2 years ago
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆112Updated 3 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago