Search Results for "stochastic"

Diffrax is a numerical differential equation solving library built for the JAX ecosystem, with a strong focus on composability, differentiability, and high-performance scientific computing. The project provides tools for solving ordinary differential equations, stochastic differential equations, controlled differential equations, and related systems in a way that fits naturally into modern machine learning and differentiable programming workflows. Because it is written to work closely with JAX, it supports just-in-time compilation, automatic differentiation, vectorization, and accelerator-backed execution on hardware such as GPUs and TPUs. ...

Mocapy++ is a Dynamic Bayesian Network toolkit, implemented in C++. It supports discrete, multinomial, Gaussian, Kent, Von Mises and Poisson nodes. Inference and learning is done by Gibbs sampling/Stochastic-EM.

Code of this library is partialy based on myCNN MATLAB class written by Nikolay Chemurin.

...It provides methods such as the Kalman, unscented Kalman, and particle filters and smoothers, as well as useful classes such as common probability distributions and stochastic processes.