pnkraemer / probfindiff
Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
☆11Updated last year
Alternatives and similar repositories for probfindiff:
Users that are interested in probfindiff are comparing it to the libraries listed below
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆21Updated 9 months ago
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆46Updated 3 weeks ago
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆15Updated last year
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 4 months ago
- Efficient Differentiable n-d PDE solvers in JAX.☆28Updated 5 months ago
- Website for the book "The Elements of Differentiable Programming".☆13Updated 7 months ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- A minimal JAX library for connectivity analysis at scales☆10Updated this week
- Physics-Enhanced Regression for Initial Value Problems☆20Updated last year
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 2 months ago
- Public code for running Stochastic Gradient Descent on GPs.☆36Updated 6 months ago
- A generic interface for linear algebra backends☆73Updated last month
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆125Updated last week
- Tools for JAX☆45Updated last week
- Stencil computations in JAX☆70Updated last year
- Exponential families for JAX☆67Updated this week
- Implements Optimization and approximate uncertainty quantification algorithms, Ensemble Kalman Inversion, and Ensemble Kalman Processes.☆99Updated last week
- Training materials for ModelingToolkit and JuliaSim☆38Updated 2 years ago
- Probabilistic Finite Volume Method based on Affine Gaussian Process inference☆10Updated 10 months ago
- ☆20Updated 2 months ago
- Code accompanying the NeurIPS 2021 Paper: A Probabilistic State Space Model for Joint Inference from Differential Equations and Data (Sch…☆13Updated 2 years ago
- A Review of Sensitivity Methods for Differential Equations☆30Updated 5 months ago
- Turning SymPy expressions into JAX functions☆44Updated 4 years ago
- Gaussian Mixture Models in Jax☆17Updated 2 months ago
- Gaussian processes with spherical harmonic features in JAX☆14Updated last year
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆25Updated 11 months ago
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations☆125Updated 7 months ago
- Sampling with Blackjax on Aesara☆11Updated 2 years ago
- Gradient-informed particle MCMC methods☆11Updated last year