Alternatives and similar repositories for MCMC-estimation-of-Stochastic-Differential-Equations-Papers

Users that are interested in MCMC-estimation-of-Stochastic-Differential-Equations-Papers are comparing it to the libraries listed below

• Tom-Ryder / VIforSDEs
  A variational method for fast, approximate inference for stochastic differential equations.
  ☆44Updated 7 years ago
• udellgroup / orie7191
  Materials for ORIE 7191: Topics in Optimization for Machine Learning
  ☆45Updated 6 years ago
• cvxgrp / ncvx
  ☆77Updated 3 years ago
• gianlucadetommaso / Stein-variational-samplers
  Python and MATLAB code for Stein Variational sampling methods
  ☆25Updated 6 years ago
• mattja / nsim
  Large scale simulation of ODEs or SDEs, analyze time series.
  ☆25Updated 6 years ago
• Rachnog / Neural-Networks-for-Differential-Equations
  UNIVR PDE course project and just for fun
  ☆117Updated 8 years ago
• PredictiveIntelligenceLab / JAX-BO
  ☆30Updated 3 years ago
• brain-research / l2hmc
  TensorFlow implementation for training MCMC samplers from the paper: Generalizing Hamiltonian Monte Carlo with Neural Network
  ☆183Updated 7 years ago
• ritchieng / eigenvectors-from-eigenvalues
  PyTorch implementation comparison of old and new method of determining eigenvectors from eigenvalues.
  ☆98Updated 3 years ago
• DanielTakeshi / MCMC_and_Dynamics
  Practice with MCMC methods and dynamics (Langevin, Hamiltonian, etc.)
  ☆42Updated 5 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• differential-machine-learning / appendices
  Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …
  ☆28Updated 3 years ago
• cliburn / sta-663-2018
  ☆73Updated 6 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆97Updated last year
• pyro-ppl / pyro-models
  Repository of models in Pyro
  ☆30Updated last year
• abdulfatir / sampling-methods-numpy
  This repository contains implementations of some basic sampling methods in numpy.
  ☆67Updated 5 years ago
• cyianor / smc2017
  Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala Univ…
  ☆21Updated 7 years ago
• dobriban / Topics-in-deep-learning
  Materials for class on topics in deep learning (STAT 991, UPenn/Wharton)
  ☆95Updated 2 years ago
• ethanluoyc / dhmc-jax
  Discontinuous Hamiltonian Monte Carlo in JAX
  ☆42Updated 5 years ago
• ghliu / mean-field-fcdnn
  ☆28Updated 6 years ago
• gpschool / gpss18
  Gaussian Process and Uncertainty Quantification Summer School 2018
  ☆31Updated 2 years ago
• RMT-TheoryAndPractice / RMT
  ☆119Updated 7 years ago
• karlnapf / kernel_hmc
  Code for NIPS 2015 "Gradient-Free Hamiltonian Monte Carlo via Effecient Kernel Exponential Families"
  ☆26Updated 7 years ago
• cvxgrp / strat_models
  A distributed method for fitting Laplacian regularized stratified models.
  ☆25Updated 4 years ago
• johannbrehmer / simulator-mining-example
  Code repository for the generalized Galton board example in the paper "Mining gold from implicit models to improve likelihood-free infere…
  ☆33Updated 5 years ago
• google-deepmind / mc_gradients
  ☆170Updated last year
• cvxgrp / dccp
  A CVXPY extension for convex-concave programming
  ☆133Updated this week
• andymiller / ReducedVarianceReparamGradients
  Reducing Reparameterization Gradient Variance code.
  ☆33Updated 8 years ago
• rmgarnett / cse515t
  Materials for Bayesian Methods in Machine Learning Course
  ☆90Updated last week
• mattja / sdeint
  Numerical integration of Ito or Stratonovich SDEs
  ☆167Updated 2 years ago