ylefay / bayesianSDEsolverLinks
Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.
☆10Updated 6 months ago
Alternatives and similar repositories for bayesianSDEsolver
Users that are interested in bayesianSDEsolver are comparing it to the libraries listed below
Sorting:
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆50Updated 4 months ago
- 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
- Matrix-free linear algebra in JAX.☆138Updated this week
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago
- A generic interface for linear algebra backends☆73Updated 5 months ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆30Updated last year
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Public code for running Stochastic Gradient Descent on GPs.☆39Updated 4 months ago
- Code for efficiently sampling functions from GP(flow) posteriors☆73Updated 4 years ago
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations☆130Updated 11 months ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 8 months ago
- Minimal Gaussian process library in JAX with a simple (custom) approach to state management.☆12Updated last year
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆104Updated last year
- Probabilistic Finite Volume Method based on Affine Gaussian Process inference☆11Updated last year
- Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and wi…☆11Updated 2 years ago
- Normalizing Flows using JAX☆84Updated last year
- Stencil computations in JAX☆71Updated last year
- ☆181Updated 2 weeks ago
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆112Updated 5 months ago
- Gradient-informed particle MCMC methods☆12Updated last year
- Code for Gaussian Score Matching Variational Inference☆34Updated 6 months ago
- Riemannian Optimization Using JAX☆52Updated last year
- Minimal JAX implementation of k-nearest neighbors using a k-d tree.☆47Updated last month
- Simulation-based inference benchmark☆101Updated 7 months ago
- Exponential families for JAX☆73Updated 3 weeks ago
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- Bayesian inference with Python and Jax.☆34Updated 2 years ago
- ☆10Updated 3 years ago
- Efficient Differentiable n-d PDE solvers in JAX.☆47Updated 9 months ago