Highlights
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NonLinPDEs-GPsolver
NonLinPDEs-GPsolver PublicCode for the paper: Solving and Learning Nonlinear PDEs with Gaussian Processes
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GaussianProcessPDEs
GaussianProcessPDEs PublicAn integrated demo: Gaussian processes for PDEs and inverse problems
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AffineInvariantSamplers
AffineInvariantSamplers PublicA collection of new and effective affine invariant ensemble samplers (still developing)
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GenerativeDynamics-NumericalDesign
GenerativeDynamics-NumericalDesign PublicDesign of noise, interpolation schedules, and sources in generative dynamics, with enhanced numerical performance
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PDEs-GP-KoleskySolver
PDEs-GP-KoleskySolver PublicCode for the paper: Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes
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interpolants/forecasting
interpolants/forecasting PublicCode for the paper: Probabilistic Forecasting with Stochastic Interpolants and Follmer Processes
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