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pnkraemer
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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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Hide markov_rescale_cholesky because it is only used inside calibrate() and should not be user-facing
#759
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pnkraemer
closed
2 months ago