pnkraemer

diffeqzoo

A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiological models, IVPs, BVPs, and more.

differentiable_likelihoods

Differentiable likelihoods for fast inversion of likelihood-free dynamical systems

matfree

Matrix-free linear algebra in JAX.

million-dimension-prob-ode-solver-experiments

probabilistic-bvp-solver

probdiffeq

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 scientific computing ecosystem.

probfindiff

Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.

tornadox

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.

tueplots

Figure sizes, font sizes, fonts, and more configurations at minimal overhead. Fix your journal papers, conference proceedings, and other scientific publications.

probnum

Probabilistic Numerics in Python.

pnkraemer/tueplots

Figure sizes, font sizes, fonts, and more configurations at minimal overhead. Fix your journal papers, conference proceedings, and other scientific publications.

pnkraemer/matfree

Matrix-free linear algebra in JAX.

pnkraemer/probdiffeq

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 scientific computing ecosystem.

pnkraemer/tornadox

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.

pnkraemer/diffeqzoo

A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiological models, IVPs, BVPs, and more.

pnkraemer/million-dimension-prob-ode-solver-experiments

pnkraemer/probfindiff

Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.

pnkraemer/differentiable_likelihoods

Differentiable likelihoods for fast inversion of likelihood-free dynamical systems

pnkraemer/probabilistic-bvp-solver

pnkraemer/experiments-lanczos-adjoints

pnkraemer/mini-stochastic-interpolants

pnkraemer/gp-emulators

A small collection of python-scripts associated with Gaussian process emulators in Bayesian inverse problems

pnkraemer/rbf-tools

A small collection of functions associated with radial basis function interpolation and collocation

pnkraemer/awesome-jax

JAX - A curated list of resources https://github.com/google/jax

pnkraemer/H2Lib

H2Lib public repository

pnkraemer/jax

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more

pnkraemer/mpl-third-party

Webpage

pnkraemer/pnkraemer.github.io

pnkraemer/probnum

Probabilistic Numerics in Python.

pnkraemer/probnum-evaluation

Evaluate probabilistic numerical algorithms.

pnkraemer/probnum-spring-school

Tutorial materials of the Probabilistic Numerics Spring School.

pnkraemer/ProbNumDiffEq.jl

Probabilistic ODE Solvers via Bayesian Filtering and Smoothing

pnkraemer/PSDMatrices.jl

Positive semi-definite matrix types in Julia

pnkraemer/sampling-book

Tutorials and sampling algorithm comparisons

pnkraemer/stochman

Algorithms for computations on random manifolds made easier