Jonathan Wenger

Have `statespace.Preconditioner` subclasses implement `LinearOperator` and remove `statespace.Preconditioner`

1

# In a Nutshell The `statespace` module has a general abstract class [`Preconditioner`](https://probnum.readthedocs.io/en/latest/automod/probnum.statespace.Preconditioner.html#probnum.statespace.Preconditioner) which implements a `inverse` method. This duplicates functionality of `LinearOperator` with different method naming. # In Detail...

# In a Nutshell Duplicate types `ToleranceDiffusionType` and `DenseOutputLocationArgType`, which are just aliases for the same expression `Union[FloatArgType, np.ndarray]` # In Detail There are type definitions in `probnum.type`, which define...

**Is your feature request related to a problem? Please describe.** Currently a lot of care has to be taken when caching quantities during an iteration of the `ProbabilisticLinearSolver`. With the...

Broken Links in Inheritance Diagrams

1

**Describe the bug** Inheritance diagrams in the documentation are clickable and should navigate to the corresponding section of the documentation. However, they omit one element of the path, namely the...

Langevin Stein Kernel

3

# In a Nutshell Adds Langevin Stein kernels and some quadrature test problems. # Detailed Description Langevin Stein kernels are characterized by the property that their kernel mean embedding can...

Encoding prior knowledge for the solution of linear systems

1

**Is your feature request related to a problem? Please describe.** Currently it is not always clear how a user can supply prior knowledge to the probabilistic linear solver via a...

# Current State Kernel matrices are currently implemented as (dense) arrays instead of linear operators. # Problem This does not scale beyond datasets of $n \approx 10000$. # Suggestion We...

Refactoring of Probabilistic Linear Solvers

2

# Summary Introduces an abstract base class for probabilistic numerical methods and refactors all variants of the probabilistic linear solver to a compositional pattern. # Content ## Refactoring of PLS...

# Problem With the new Sphinx template, the API Reference has lost some of its navigational structure, making it hard for users to understand the package structure. # Proposed Solution...

Method `push_forward` for random variables

1

**Is your feature request related to a problem? Please describe.** When sampling from random variables it is sometimes convenient to provide samples from a base measure and then transform them....