SPDEs

computational-sde-intro-lecture

Lecture "A computational introduction to stochastic differential equations".

chirpgp

Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes

kalman-rust

A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)

pbnn

On Feynman--Kac training of partial Bayesian neural networks

gp

Lecture note Gaussian processes

MSML21_BayesianNODE