pnkraemer / probdiffeqLinks
Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX scientific computing ecosystem.
☆48Updated 2 months ago
Alternatives and similar repositories for probdiffeq
Users that are interested in probdiffeq are comparing it to the libraries listed below
Sorting:
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆21Updated 10 months ago
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- Matrix-free linear algebra in JAX.☆119Updated last week
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆26Updated last year
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 3 months ago
- A generic interface for linear algebra backends☆73Updated 3 months ago
- Exponential families for JAX☆69Updated this week
- Public code for running Stochastic Gradient Descent on GPs.☆38Updated last month
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆15Updated last year
- A small library of paramaterizations and parameter constraints for PyTrees.☆31Updated 3 weeks ago
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- Multiple dispatch over abstract array types in JAX.☆124Updated this week
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆41Updated 2 years ago
- ☆161Updated 3 weeks ago
- Distrax, but in equinox. Lightweight JAX library of probability distributions and bijectors.☆31Updated last month
- Efficient Differentiable n-d PDE solvers in JAX.☆39Updated 7 months ago
- Tutorial materials of the Probabilistic Numerics Spring School.☆34Updated 2 years ago
- Stencil computations in JAX☆71Updated last year
- Website for the book "The Elements of Differentiable Programming".☆13Updated 9 months ago
- Visualize, create, and operate on pytrees in the most intuitive way possible.☆45Updated 4 months ago
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆128Updated 3 weeks ago
- Minimal Gaussian process library in JAX with a simple (custom) approach to state management.☆12Updated last year
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 6 months ago
- diffusionjax is a simple and accessible diffusion models package in JAX☆45Updated 4 months ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆103Updated last year
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆110Updated 2 months ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- Tutorials and sampling algorithm comparisons☆75Updated this week
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations☆128Updated 8 months ago
- Tools for JAX☆47Updated this week