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.
☆49Updated 4 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 last year
- Matrix-free linear algebra in JAX.☆133Updated this week
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆16Updated last year
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 5 months ago
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- A generic interface for linear algebra backends☆73Updated 5 months ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- Exponential families for JAX☆73Updated this week
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago
- Multiple dispatch over abstract array types in JAX.☆127Updated last month
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations☆129Updated 10 months ago
- ☆177Updated last month
- Stencil computations in JAX☆71Updated last year
- Public code for running Stochastic Gradient Descent on GPs.☆39Updated 3 months ago
- Minimal Implementation of Bayesian Optimization in JAX☆95Updated 3 months ago
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆129Updated 2 months ago
- A small library of paramaterizations and parameter constraints for PyTrees.☆35Updated 3 months ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆104Updated last year
- Minimal JAX implementation of k-nearest neighbors using a k-d tree.☆48Updated 3 weeks ago
- Visualize, create, and operate on pytrees in the most intuitive way possible.☆45Updated 6 months ago
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆112Updated 4 months ago
- Add a tqdm progress bar to your JAX scans and loops.☆113Updated 2 months ago
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆30Updated last year
- Bayesian inference with Python and Jax.☆34Updated 2 years ago
- Website for the book "The Elements of Differentiable Programming".☆14Updated last month
- Numerical quadrature with JAX☆66Updated last week
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆100Updated 2 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 8 months ago
- Interpolation and function approximation with JAX☆209Updated last week