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ProbNum: Probabilistic Numerics in Python
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Probabilistic numerical methods (PNMs) solve numerical problems via probabilistic inference. They have been developed for linear algebra, optimization, integration and differential equation simulation. PNMs naturally incorporate prior information about a problem and quantify uncertainty due to finite computational resources as well as stochastic input. In this paper, we present ProbNum: a Python library providing state-of-the-art probabilistic numerical solvers. ProbNum enables custom composition of PNMs for specific problem classes via a modular design as well as wrappers for off-the-shelf use. Tutorials, documentation, developer guides and benchmarks are available online at www.probnum.org.
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Cited by 1 Pith paper
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rodeo: Probabilistic Methods of Parameter Inference for Ordinary Differential Equations
rodeo is a JAX-based Python library that implements probabilistic ODE solvers and several Bayesian parameter inference methods with linear scaling in system size.
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