mattja / nsim
Large scale simulation of ODEs or SDEs, analyze time series.
☆25Updated 5 years ago
Alternatives and similar repositories for nsim:
Users that are interested in nsim are comparing it to the libraries listed below
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- Kernels, the machine learning ones☆14Updated last year
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆11Updated 3 months ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 3 years ago
- Dynamic Mode Decomposition☆57Updated 7 years ago
- DifferentialEquations.jl with PyTorch☆11Updated 2 years ago
- Numerical integration of Ito or Stratonovich SDEs☆159Updated last year
- Conditional density estimation with neural networks☆30Updated 3 weeks ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆62Updated 3 weeks ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆27Updated 6 years ago
- "Parameter origami" -- folding and unfolding collections of parameters for optimization and sensitivity analysis.☆13Updated last year
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆72Updated last month
- Codes for Hilbert space reduced-rank GP regression☆14Updated 5 years ago
- ☆11Updated 6 years ago
- Turning SymPy expressions into JAX functions☆43Updated 3 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 2 months ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 3 years ago
- ☆30Updated 2 years ago
- Practical tools for quantifying how well a sample approximates a target distribution☆27Updated 4 years ago
- AlgoPy is a Research Prototype for Algorithmic Differentation in Python☆81Updated 7 months ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Hamiltonain Monte Carlo in Python☆39Updated 5 years ago
- Exponential families for JAX☆63Updated this week
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- Code to reproduce the results of 👇☆18Updated 2 years ago
- Code for AutoGP☆26Updated 5 years ago
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆112Updated 3 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)☆33Updated 4 years ago
- ☆13Updated last year