SPDEs

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1. computational-sde-intro-lecturecomputational-sde-intro-lecturePublic

   Lecture "A computational introduction to stochastic differential equations".

   Jupyter Notebook 35 4

2. gpgpPublic

   Lecture note Gaussian processes

   TeX 4

3. chirpgpchirpgpPublic

   Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes

   Python 13

4. kalman-rustkalman-rustPublic

   A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)

   Rust 10 1

5. pbnnpbnnPublic

   On Feynman--Kac training of partial Bayesian neural networks

   Python 7