modusdatascience / choldate
Somewhat fast updating and downdating of Cholesky factors in Python
☆31Updated last year
Alternatives and similar repositories for choldate:
Users that are interested in choldate are comparing it to the libraries listed below
- Look Ahead Hamiltonian Monte Carlo☆30Updated 9 years ago
- Code for AutoGP☆26Updated 5 years ago
- Reducing Reparameterization Gradient Variance code.☆33Updated 7 years ago
- Parameterization Framework for parameterized model creation and handling.☆47Updated 11 months ago
- A probabilistic programming framework based on TensorFlow☆87Updated 5 years ago
- Implementation of an algorithm for Markov chain Monte Carlo with data subsampling☆32Updated 8 years ago
- Disciplined convex stochastic programming. For the cvxstoc home page, please see:☆31Updated 4 years ago
- [ICML'18] Scalable Gaussian Processes with Grid-Structured Eigenfunctions☆21Updated 2 years ago
- Fastidious accounting of entropy streams into and out of optimization and sampling algorithms.☆32Updated 8 years ago
- changepoint detection for Bayesian models☆21Updated 10 years ago
- Code for NIPS 2015 "Gradient-Free Hamiltonian Monte Carlo via Effecient Kernel Exponential Families"☆25Updated 6 years ago
- Likelihood-free inference toolbox.☆57Updated 7 years ago
- active learning + reusable workflows + likelihood free inference☆59Updated 7 years ago
- Fast Function Extraction☆80Updated 3 months ago
- Python implementation of Markov Jump Hamiltonian Monte Carlo☆24Updated 7 years ago
- Probabilistic programming in Python workshop at Oslo universitetssykehus HF☆36Updated 8 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 5 years ago
- AlgoPy is a Research Prototype for Algorithmic Differentation in Python☆81Updated 6 months ago
- Experimental code for porting PyMC to alternative backends☆26Updated 6 years ago
- Generic API for dispatch to Pyro backends.☆16Updated 2 years ago
- ☆75Updated 2 years ago
- Prototypes of differentiable differential equation solvers in JAX.☆27Updated 4 years ago
- Stochastic Gradient Riemannian Langevin Dynamics☆33Updated 9 years ago
- Additional kernels that can be used with scikit-learn's Gaussian Process module☆80Updated 6 months ago
- A Gaussian process toolbox in python☆42Updated 12 years ago
- Variational Fourier Features☆83Updated 3 years ago
- This repository houses the code for the community website http://www.probabilistic-numerics.org☆35Updated 4 years ago
- Code to produce demos of Metroplis-Hastings and Hamiltonian Monte Carlo samplers.☆37Updated 10 years ago
- A Newton ADMM based solver for Cone programming.☆38Updated 7 years ago
- Backpropagate derivatives through the Cholesky decomposition☆58Updated 4 years ago