udellgroup / orie7391
Materials and syllabus for Cornell ORIE 7391, Faster: Algorithmic Ideas for Speeding Up Optimization
☆23Updated 2 years ago
Alternatives and similar repositories for orie7391:
Users that are interested in orie7391 are comparing it to the libraries listed below
- A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems☆31Updated 3 years ago
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆112Updated 3 years ago
- ☆36Updated 3 years ago
- ☆97Updated 3 weeks ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 3 years ago
- Covariance prediction via convex optimization☆21Updated 4 years ago
- Optimal transport algorithms for Julia☆102Updated last month
- Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo i…☆101Updated 2 years ago
- Materials for ORIE 7191: Topics in Optimization for Machine Learning☆44Updated 5 years ago
- Lecture slides and homework assignments for MA5233 Computational Mathematics at the National University of Singapore.☆38Updated 4 years ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- Julia implementation for various Frank-Wolfe and Conditional Gradient variants☆100Updated this week
- Structured optimization in Julia☆72Updated last year
- Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing☆125Updated this week
- MCMC Inference for a Hawkes process in Julia☆25Updated last year
- Gaussian Process package based on data augmentation, sparsity and natural gradients☆135Updated 11 months ago
- A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in s…☆63Updated 2 months ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 3 years ago
- Practical tools for quantifying how well a sample approximates a target distribution☆27Updated 4 years ago
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- A CVXPY extension for saddle problems☆26Updated 2 months ago
- Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)☆33Updated 4 years ago
- Material for the course Large-Scale Convex Optimisation at LTH, autumn 2020☆14Updated 4 years ago
- Matlab Notebook for visualizing random matrix theory results and their applications to machine learning☆117Updated last year
- Semidefinite programming optimization solver☆93Updated 9 months ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆48Updated 11 months ago
- Advanced LTCC course in StatisticsThis course will provide an overview of Monte Carlo methods when used for problems in Statistics. After…☆26Updated 2 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 5 years ago
- ☆112Updated 7 years ago