pnkraemer / tornadoxLinks
Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.com/nathanaelbosch/ProbNumDiffEq.jl for Julia code.
☆21Updated last year
Alternatives and similar repositories for tornadox
Users that are interested in tornadox are comparing it to the libraries listed below
Sorting:
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- Code accompanying the NeurIPS 2021 Paper: A Probabilistic State Space Model for Joint Inference from Differential Equations and Data (Sch…☆13Updated 3 years ago
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆53Updated 2 weeks ago
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆16Updated last year
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆130Updated last week
- 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 last year
- Physics-Enhanced Regression for Initial Value Problems☆20Updated last year
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- ☆40Updated 4 years ago
- Website for the book "The Elements of Differentiable Programming".☆14Updated 5 months ago
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 9 months ago
- A generic interface for linear algebra backends☆75Updated 3 weeks ago
- A Review of Sensitivity Methods for Differential Equations☆33Updated last year
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- A minimal JAX library for connectivity analysis at scales☆10Updated 2 weeks ago
- Matrix-free linear algebra in JAX.☆151Updated this week
- A Julia framework for invertible neural networks☆169Updated 2 months ago
- Implements Optimization and approximate uncertainty quantification algorithms, Ensemble Kalman Inversion, and Ensemble Kalman Processes.☆111Updated last week
- Bayesian inference on spatial and spatiotemporal data, faster than you can say "Cholesky!"☆12Updated last week
- Practical tools for quantifying how well a sample approximates a target distribution☆28Updated 5 years ago
- Implementation of normalizing flows compatible with Bijectors.jl☆43Updated 2 weeks ago
- Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt…☆121Updated last month
- Fast uncertainty quantification for scientific machine learning (SciML) and differential equations☆71Updated last week
- A flexible toolkit for simulation based inference in Julia☆19Updated last month
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago
- Gradient-informed particle MCMC methods☆12Updated last year
- ☆23Updated last week
- DifferentialEquations.jl with PyTorch☆11Updated 3 years ago
- A framework for composing Neural Processes in Julia☆76Updated 4 years ago