JonathanWenger / itergpLinks
IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)
☆42Updated 2 years ago
Alternatives and similar repositories for itergp
Users that are interested in itergp are comparing it to the libraries listed below
Sorting:
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆53Updated last week
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 7 months ago
- A generic interface for linear algebra backends☆73Updated 6 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 last year
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- Public code for running Stochastic Gradient Descent on GPs.☆39Updated 4 months ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆100Updated 2 years ago
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆237Updated last year
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 9 months ago
- Matrix-free linear algebra in JAX.☆140Updated 3 weeks ago
- Jax SSM Library☆49Updated 2 years ago
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆30Updated last year
- Recursive Bayesian Estimation (Sequential / Online Inference)☆59Updated last year
- Minimal Gaussian process library in JAX with a simple (custom) approach to state management.☆12Updated last year
- Exponential families for JAX☆73Updated last week
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆73Updated 4 years ago
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆129Updated this week
- Tutorials and sampling algorithm comparisons☆75Updated this week
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆32Updated last year
- A curated list of resources for learning Gaussian Processes☆41Updated 4 years ago
- Minimal Implementation of Bayesian Optimization in JAX☆97Updated 4 months ago
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆114Updated 6 months ago
- ☆29Updated 2 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆105Updated last year
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆16Updated last year