Nicholas Krämer's repositories
probdiffeq
Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX scientific computing ecosystem.
probfindiff
Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
differentiable_likelihoods
Differentiable likelihoods for fast inversion of likelihood-free dynamical systems
gp-emulators
A small collection of python-scripts associated with Gaussian process emulators in Bayesian inverse problems
awesome-jax
JAX - A curated list of resources https://github.com/google/jax
H2Lib
H2Lib public repository
jax
Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more
mpl-third-party
Webpage
probnum
Probabilistic Numerics in Python.
probnum-evaluation
Evaluate probabilistic numerical algorithms.
probnum-spring-school
Tutorial materials of the Probabilistic Numerics Spring School.
ProbNumDiffEq.jl
Probabilistic ODE Solvers via Bayesian Filtering and Smoothing
PSDMatrices.jl
Positive semi-definite matrix types in Julia
sampling-book
Tutorials and sampling algorithm comparisons
stochman
Algorithms for computations on random manifolds made easier