- Copenhagen
- pnkraemer.github.io
- @pnkraemer
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probdiffeq Public
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 s…
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tueplots Public
Figure sizes, font sizes, fonts, and more configurations at minimal overhead. Fix your journal papers, conference proceedings, and other scientific publications.
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Experiments for: "Adaptive probabilistic ODE solvers without adaptive memory requirements"
Python MIT License UpdatedOct 15, 2024 -
Numerically robust fixed-point smoothing without state-augmentation (Preprint)
Python MIT License UpdatedOct 1, 2024 -
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tornadox Public
Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.com/nathanaelbosch/ProbNumDiffEq.jl for Julia code.
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diffeqzoo Public
A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiological models, IVPs, BVPs, and more.
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sampling-book Public
Forked from blackjax-devs/sampling-bookTutorials and sampling algorithm comparisons
TeX UpdatedSep 29, 2023 -
ProbNumDiffEq.jl Public
Forked from nathanaelbosch/ProbNumDiffEq.jlProbabilistic ODE Solvers via Bayesian Filtering and Smoothing
Julia MIT License UpdatedJun 30, 2023 -
probnum-spring-school Public
Forked from probabilistic-numerics/probnum-spring-schoolTutorial materials of the Probabilistic Numerics Spring School.
Jupyter Notebook MIT License UpdatedMay 10, 2023 -
probfindiff Public
Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
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awesome-jax Public
Forked from n2cholas/awesome-jaxJAX - A curated list of resources https://github.com/google/jax
Creative Commons Zero v1.0 Universal UpdatedMar 13, 2023 -
stochman Public
Forked from MachineLearningLifeScience/stochmanAlgorithms for computations on random manifolds made easier
Python Apache License 2.0 UpdatedMar 8, 2023 -
probnum Public
Forked from probabilistic-numerics/probnumProbabilistic Numerics in Python.
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jax Public
Forked from jax-ml/jaxComposable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more
Python Apache License 2.0 UpdatedApr 6, 2022 -
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PSDMatrices.jl Public
Forked from nathanaelbosch/PSDMatrices.jlPositive semi-definite matrix types in Julia
Julia MIT License UpdatedMar 23, 2022 -
probnum-evaluation Public
Forked from probabilistic-numerics/probnum-evaluationEvaluate probabilistic numerical algorithms.
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differentiable_likelihoods Public
Differentiable likelihoods for fast inversion of likelihood-free dynamical systems
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gp-emulators Public archive
A small collection of python-scripts associated with Gaussian process emulators in Bayesian inverse problems
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H2Lib Public
Forked from H2Lib/H2LibH2Lib public repository
C GNU Lesser General Public License v3.0 UpdatedSep 15, 2019 -
rbf-tools Public archive
A small collection of functions associated with radial basis function interpolation and collocation