pnkraemer / probfindiffLinks
Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
☆11Updated 2 years ago
Alternatives and similar repositories for probfindiff
Users that are interested in probfindiff 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
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆53Updated this week
- Code accompanying the NeurIPS 2021 Paper: A Probabilistic State Space Model for Joint Inference from Differential Equations and Data (Sch…☆13Updated 2 years ago
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆16Updated last year
- Matrix-free linear algebra in JAX.☆140Updated 3 weeks ago
- A generic interface for linear algebra backends☆73Updated 6 months ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- Gaussian Mixture Models in Jax☆22Updated 2 months ago
- Stencil computations in JAX☆71Updated last year
- Exponential families for JAX☆73Updated this week
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Website for the book "The Elements of Differentiable Programming".☆14Updated 2 months ago
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆129Updated 3 weeks ago
- AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.☆40Updated last year
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 9 months ago
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations☆129Updated last year
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 7 months ago
- A small library of paramaterizations and parameter constraints for PyTrees.☆40Updated 4 months ago
- Gaussian processes with spherical harmonic features in JAX☆15Updated 3 weeks ago
- Tutorials and sampling algorithm comparisons☆75Updated this week
- Sampling with Blackjax on Aesara☆11Updated 2 years ago
- Multiple dispatch over abstract array types in JAX.☆129Updated 3 weeks ago
- A minimal JAX library for connectivity analysis at scales☆10Updated 4 months ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆30Updated last year
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago
- Probabilistic Finite Volume Method based on Affine Gaussian Process inference☆11Updated last year
- A dead simple Python package for creating custom JAX pytree objects☆64Updated 10 months ago