stochastic-differential-equations topic

List stochastic-differential-equations repositories

VIforSDEs

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A variational method for fast, approximate inference for stochastic differential equations.

GDSS

132
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22
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Official Code Repository for the paper "Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations" (ICML 2022)

sdepy

41
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SdePy: Numerical Integration of Ito Stochastic Differential Equations

CriticalTransitions.jl

26
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A Julia package for critical transitions in dynamical systems with time-dependent forcing

sde_sampler

47
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3
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Improved sampling via learned diffusions (ICLR2024) and an optimal control perspective on diffusion-based generative modeling (TMLR2024)

MarkovBounds.jl

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A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data