FabianKP

adaptive_eki

Contains code accompanying the paper "On convergence rates of ensemble Kalman inversion for linear ill-posed problems"

cgn

Gauss-Newton method for nonlinear least-squares problems with nonlinear equality- and inequality-constraints.

cppy

Short toy project. Teaching myself how to write a Python interface for a C++ implementation.

credible_intervals

Program for computing simultaneous credible intervals using the method by Besag, Green, Higdon and Mengersen (1995).

cython_test

A small test to check out Cython.

laplacian_of_gaussians

C++ program for blob detection in images

matrix_free_nnls

Matrix-free implementation of accelerated projected gradient descent for large-scale non-negative least-squares problems.

pwger

Kleines Programm, dass ein Passwort aus zufälligen deutschen Wörtern generiert. Optional können auch Zahlen und Sonderzeichen hinzugefügt werden.

pxcgaussianmcmc

Proximal MCMC for sampling from a linearly constrained multivariate normal distribution.

tvulog

Code accompanying the paper "Uncertainty Quantification for Scale-Space Blob Detection"

FabianKP/cgn

Gauss-Newton method for nonlinear least-squares problems with nonlinear equality- and inequality-constraints.

FabianKP/adaptive_eki

Contains code accompanying the paper "On convergence rates of ensemble Kalman inversion for linear ill-posed problems"

FabianKP/laplacian_of_gaussians

C++ program for blob detection in images

FabianKP/tvulog

Code accompanying the paper "Uncertainty Quantification for Scale-Space Blob Detection"

FabianKP/cppy

Short toy project. Teaching myself how to write a Python interface for a C++ implementation.

FabianKP/credible_intervals

Program for computing simultaneous credible intervals using the method by Besag, Green, Higdon and Mengersen (1995).

FabianKP/cython_test

A small test to check out Cython.

FabianKP/matrix_free_nnls

Matrix-free implementation of accelerated projected gradient descent for large-scale non-negative least-squares problems.

FabianKP/pwger

Kleines Programm, dass ein Passwort aus zufälligen deutschen Wörtern generiert. Optional können auch Zahlen und Sonderzeichen hinzugefügt werden.

FabianKP/pxcgaussianmcmc

Proximal MCMC for sampling from a linearly constrained multivariate normal distribution.

FabianKP/rectangular_credible_region

A method to compute rectangular credible regions (a.k.a. simultaneous credible bands) from samples of a multivariate probability distribution.

FabianKP/rtd_tutorial

FabianKP/taylor_remainder_test

Implements the Taylor remainder test to check the accuracy of gradients and Jacobians.