SPDEs

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7 repositories

chirpgp
Public
Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes
machine-learning statistics signal-processing stochastic-differential-equations gaussian-processes kalman-filter frequency-analysis frequency-estimation
Python
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GNU General Public License v3.0
•0•11•0•0•Updated Oct 30, 2024Oct 30, 2024
gp
Public
Lecture note Gaussian processes
TeX
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Other
•0•3•0•0•Updated Sep 19, 2024Sep 19, 2024
gdcs
Public
Generative diffusion conditional sampling
machine-learning generative-model bayesian-inference diffusion-models conditional-sampling generative-diffusion-model
Python
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Apache License 2.0
•0•2•0•0•Updated Sep 17, 2024Sep 17, 2024
pbnn
Public
On Feynman--Kac training of partial Bayesian neural networks
machine-learning statistics monte-carlo neural-networks bayesian-networks
Python
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Other
•0•6•0•0•Updated Feb 23, 2024Feb 23, 2024
computational-sde-intro-lecture
Public
Lecture "A computational introduction to stochastic differential equations".
lecture-notes
Jupyter Notebook
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Other
•1•18•0•0•Updated Dec 25, 2022Dec 25, 2022
kalman-rust
Public
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)
rust state-space rust-lang ndarray kalman-filter kalman-smoother
Rust
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Other
•1•8•1•0•Updated Feb 2, 2022Feb 2, 2022
MSML21_BayesianNODE
Public
Julia
•14•0•0•0•Updated May 28, 2021May 28, 2021