mattja / sdeintLinks
Numerical integration of Ito or Stratonovich SDEs
☆169Updated 2 years ago
Alternatives and similar repositories for sdeint
Users that are interested in sdeint are comparing it to the libraries listed below
Sorting:
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆75Updated last year
- Probabilistic Inference on Noisy Time Series☆240Updated this week
- Quasi-Monte Carlo point generators, automatic transformations, and adaptive stopping criteria☆79Updated this week
- Manifold Markov chain Monte Carlo methods in Python☆236Updated last month
- python version of the No-U-Turn Sampler (NUTS) from Hoffman & Gelman, 2011☆131Updated 5 years ago
- Probabilistic Numerics in Python.☆458Updated 7 months ago
- Python-based Derivative-Free Optimization with Bound Constraints☆91Updated last month
- Solve ODEs fast, with support for PyMC☆119Updated last year
- Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX☆214Updated 6 months ago
- A Python implementation of Chebfun☆148Updated last week
- Deep GPs built on top of TensorFlow/Keras and GPflow☆128Updated last year
- Solve automatic numerical differentiation problems in one or more variables.☆278Updated last month
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 4 years ago
- Gaussian process modelling in Python☆225Updated last year
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations☆132Updated 3 weeks ago
- Methods for numerical differentiation of noisy data in python☆130Updated last month
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆174Updated 4 years ago
- Some basic algorithms for stochastic differential equations in Python/NumPy☆29Updated 12 years ago
- Optimal numerical differentiation of noisy time series data in python.☆68Updated 2 months ago
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆123Updated this week
- Differentiable interface to FEniCS/Firedrake for JAX using dolfin-adjoint/pyadjoint☆107Updated 2 years ago
- Python version of Rick Chartrand's algorithm for numerical differentiation of noisy data☆75Updated 5 years ago
- Numerically solve the Fokker-Planck equation in N dimensions☆97Updated 4 months ago
- Code for the paper "Learning Differential Equations that are Easy to Solve"☆286Updated 4 years ago
- Gaussian Process Regression Interactive Javascript Demo☆58Updated 7 years ago
- Simulation-based inference benchmark☆108Updated last year
- Turning SymPy expressions into PyTorch modules.☆156Updated 2 years ago
- A Bayesian optimization toolbox built on TensorFlow☆248Updated 3 weeks ago
- ☆127Updated 8 years ago
- Just a little MCMC☆235Updated last year