A Python-based toolbox of various methods in decision making, uncertainty quantification and statistical emulation: multi-fidelity, experimental design, Bayesian optimisation, Bayesian quadrature, etc.

Fast Bayesian optimization, quadrature, inference over arbitrary domain with GPU parallel acceleration

Official implementation of the AAAI 2021 paper Deep Bayesian Quadrature Policy Optimization.

(NeurIPS 2022) Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

Is there anything we can't make Bayesian?

Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature

An implementation of Bayesian Quadrature based on GPytorch

Various probabilistic numerics projects. Main one is Laplace_Approximation.

Sigma-Point Filters based on Bayesian Quadrature