Numerical Integration Methods and Probabilistic Methods for generating random numbers.
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Updated
May 3, 2023 - C
Numerical Integration Methods and Probabilistic Methods for generating random numbers.
Website of the Probabilistic Numerics community.
Various probabilistic numerics projects. Main one is Laplace_Approximation.
Published asv benchmark reports and database of ProbNum.
Computation-Aware Kalman Filtering and RTS Smoothing
the prior distribution for probabilistic numerical methods
Probabilistic Linear Solvers for Machine Learning (NeurIPS 2020)
Code for the paper "Computation-Aware Kalman Filtering and Smoothing"
Probabilistic ODE solvers are fun, but are they fast?
Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.
Practical session on implementing probabilistic linear solvers at the Probabilistic Numerics Spring School 2024
Information and materials for Google Summer of Code participants developing for ProbNum.
Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)
Physics-Enhanced Regression for Initial Value Problems
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.
Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"
Evaluate the accuracy, efficiency, and uncertainty-calibration of probabilistic numerical algorithms.
Python tools for solving data-constrained finite element problems
Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing
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