probabilistic-numerics topic

List probabilistic-numerics repositories

ProbNumDiffEq.jl

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Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing

tornadox

19
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Probabilistic ODE solvers are fun, but are they fast?

itergp

36
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IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)

probdiffeq

27
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2
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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 scie...

Fenrir.jl

18
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2
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Physics-Enhanced Regression for Initial Value Problems

linpde-gp

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Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"