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pnkraemer / probdiffeq

Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX scientific computing ecosystem.
https://pnkraemer.github.io/probdiffeq/
MIT License
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Dense sampling #357

Open pnkraemer opened 1 year ago

pnkraemer commented 1 year ago

Would be great to be able to sample from the posterior and on a dense mesh. If necessary, it can be restricted to offgrid_sample or whatever.

pnkraemer commented 1 year ago

Maybe the easiest way of implementing this would be a ODESolution.discretise_offgrid(ts) method, which returns another ODE solution but with different states and conditionals. On this, one could then use .sample() etc.