probabilistic-numerics
There are 2 repositories under probabilistic-numerics topic.
- probnum
probabilistic-numerics / probnum
Probabilistic Numerics in Python.
Language:Python 426 nathanaelbosch / ProbNumDiffEq.jl
Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing
Language:Julia 112- itergp
JonathanWenger / itergp
IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)
Language:Python 36 pnkraemer / 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.
Language:Python 28- Language:Python 19
Physics-Enhanced Regression for Initial Value Problems
Language:Julia 18marvinpfoertner / linpde-gp
Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"
Language:Python 17alan-turing-institute / stat-fem
Python tools for solving data-constrained finite element problems
Language:Python 12Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
Language:Python 10Computation-Aware Kalman Filtering and RTS Smoothing
Language:Julia 8- probnum-gsoc2022
Information and materials for Google Summer of Code participants developing for ProbNum.
ylefay / bayesianSDEsolver
Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.
Language:Python 7Evaluate the accuracy, efficiency, and uncertainty-calibration of probabilistic numerical algorithms.
Language:Python 5- probabilistic-linear-solvers-for-ml
Probabilistic Linear Solvers for Machine Learning (NeurIPS 2020)
Language:Jupyter Notebook 4 Code for the paper "Computation-Aware Kalman Filtering and Smoothing"
Language:Julia 4- website
Website of the Probabilistic Numerics community.
Language:JavaScript 1 Practical session on implementing probabilistic linear solvers at the Probabilistic Numerics Spring School 2024
Language:Jupyter Notebook 0Published asv benchmark reports and database of ProbNum.
0ShaunMcDonald1021 / probabilistic_numerics
Various probabilistic numerics projects. Main one is Laplace_Approximation.
Language:MATLAB 0VLSF / HiddenRepresentation
the prior distribution for probabilistic numerical methods
Language:Jupyter Notebook 0Nerocraft4 / NumericalIntegration-C
Numerical Integration Methods and Probabilistic Methods for generating random numbers.
Language:C