udellgroup / orie7391
Materials and syllabus for Cornell ORIE 7391, Faster: Algorithmic Ideas for Speeding Up Optimization
☆21Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for orie7391
- Structured optimization in Julia☆72Updated last year
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆111Updated 2 years ago
- Optimal transport algorithms for Julia☆95Updated 4 months ago
- DEPRECATED IN FAVOR OF TuringLang/Turing-Workshop☆34Updated 3 years ago
- Proximal operators for nonsmooth optimization in Julia☆131Updated last year
- Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo i…☆101Updated 2 years ago
- Julia package for tensors as multidimensional arrays, with functionalty within Tucker format, Kruskal (CP) format, Hierarchical Tucker fo…☆66Updated last year
- ☆36Updated 2 years ago
- A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems☆28Updated 2 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 5 years ago
- ☆94Updated this week
- Fast low-rank matrix approximation in Julia☆110Updated 7 months ago
- Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)☆33Updated 3 years ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 2 years ago
- Semidefinite programming optimization solver☆92Updated 5 months ago
- Materials for ORIE 7191: Topics in Optimization for Machine Learning☆42Updated 5 years ago
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆119Updated 3 weeks ago
- A variational method for fast, approximate inference for stochastic differential equations.☆43Updated 6 years ago
- Least angle regression and the lasso covariance test☆25Updated last year
- Julia code for the book Numerical Linear Algebra☆114Updated last year
- Julia implementation for various Frank-Wolfe and Conditional Gradient variants☆95Updated this week
- Proximal algorithms for nonsmooth optimization in Julia☆130Updated last month
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆10Updated last week
- Optimal Transport for Dummies - Code, slides and article☆32Updated 7 years ago
- Gaussian Process package based on data augmentation, sparsity and natural gradients☆135Updated 7 months ago
- ☆110Updated 6 years ago
- ☆15Updated 7 years ago
- Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms☆243Updated this week
- Implementation of normalising flows and constrained random variable transformations☆202Updated this week