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diffusions

Here are 4 public repositories matching this topic...

blei-lab / treeffuser

Treeffuser is an easy-to-use package for probabilistic prediction on tabular data with tree-based diffusion models.

tabular-data prediction lightgbm trees probabilistic-models gradient-boosting heteroscedasticity diffusion-models diffusions probabilistic-prediction flexible-prediction

Updated Nov 6, 2024
Jupyter Notebook

simsurace / FeedbackParticleFilters.jl

A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems

feedback particle-filter bayesian-inference stochastic-processes numerical-algorithms conditional-probability assimilation filtering-algorithm diffusions feedback-particle-filters

Updated Mar 17, 2023
Julia

thiery-lab / manifold-mcmc-for-diffusions

Code accompanying the paper 'Manifold MCMC methods for Bayesian inference in a wide class of diffusion models'

sde mcmc hmc diffusions

Updated Aug 11, 2023
Jupyter Notebook

jasonharris438 / stochastic-models

C++ implementation of statistics tools for stochastic models.

cmake cpp optimization stochastic-processes diffusions

Updated Apr 6, 2023
C++

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