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…☆49Updated 4 months ago
- Matrix-free linear algebra in JAX.☆133Updated this week
- 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
- Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"☆30Updated last year
- Tutorial materials of the Probabilistic Numerics Spring School.☆35Updated 2 years ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆72Updated 4 years ago
- Probabilistic Finite Volume Method based on Affine Gaussian Process inference☆11Updated last year
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆104Updated last year
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 8 months ago
- A generic interface for linear algebra backends☆73Updated 5 months ago
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆112Updated 4 months ago
- Minimal Gaussian process library in JAX with a simple (custom) approach to state management.☆12Updated last year
- Gradient-informed particle MCMC methods☆12Updated last year
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations