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_
__call__() (probnum._config.Configuration method)
(probnum.diffeq.callbacks.DiscreteCallback method)
(probnum.diffeq.callbacks.ODESolverCallback method)
(probnum.diffeq.odefilter.approx_strategies.ApproximationStrategy method)
(probnum.diffeq.odefilter.approx_strategies.EK0 method)
(probnum.diffeq.odefilter.approx_strategies.EK1 method)
(probnum.diffeq.odefilter.information_operators.ApproximateInformationOperator method)
(probnum.diffeq.odefilter.information_operators.InformationOperator method)
(probnum.diffeq.odefilter.information_operators.LocallyLinearizedInformationOperator method)
(probnum.diffeq.odefilter.information_operators.ODEInformationOperator method)
(probnum.diffeq.odefilter.information_operators.ODEResidual method)
(probnum.diffeq.odefilter.initialization_routines.InitializationRoutine method)
(probnum.diffeq.odefilter.initialization_routines.RungeKuttaInitialization method)
(probnum.diffeq.odefilter.initialization_routines.TaylorModeInitialization method)
(probnum.diffeq.odefilter.ODEFilterSolution method)
(probnum.diffeq.ODESolution method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution method)
(probnum.diffeq.perturbed.step.PerturbedStepSolution method)
(probnum.filtsmooth.gaussian.FilteringPosterior method)
(probnum.filtsmooth.gaussian.KalmanPosterior method)
(probnum.filtsmooth.gaussian.SmoothingPosterior method)
(probnum.filtsmooth.particle.ParticleFilterPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
(probnum.kernels.ExpQuad method)
(probnum.kernels.Kernel method)
(probnum.kernels.Linear method)
(probnum.kernels.Matern method)
(probnum.kernels.Polynomial method)
(probnum.kernels.RatQuad method)
(probnum.kernels.WhiteNoise method)
(probnum.linalg.solvers.policies.ConjugateGradientPolicy method)
(probnum.linalg.solvers.policies.LinearSolverPolicy method)
(probnum.linalg.solvers.policies.RandomUnitVectorPolicy method)
(probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
(probnum.quad.GaussianMeasure method)
(probnum.quad.IntegrationMeasure method)
(probnum.quad.LebesgueMeasure method)
(probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.continuous.ConstantDiffusion method)
(probnum.randprocs.markov.continuous.Diffusion method)
(probnum.randprocs.markov.continuous.PiecewiseConstantDiffusion method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.integrator.NordsieckLikeCoordinates method)
(probnum.randprocs.markov.integrator.Preconditioner method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
A
A (probnum.linalg.solvers.beliefs.LinearSystemBelief attribute)
action (probnum.linalg.solvers.ProbabilisticLinearSolverState attribute)
actions (probnum.linalg.solvers.ProbabilisticLinearSolverState attribute)
AdaptiveSteps (class in probnum.diffeq.stepsize)
adjoint() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
Ainv (probnum.linalg.solvers.beliefs.LinearSystemBelief attribute)
append() (probnum.diffeq.odefilter.ODEFilterSolution method)
(probnum.diffeq.ODESolution method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution method)
(probnum.diffeq.perturbed.step.PerturbedStepSolution method)
(probnum.filtsmooth.gaussian.FilteringPosterior method)
(probnum.filtsmooth.gaussian.KalmanPosterior method)
(probnum.filtsmooth.gaussian.SmoothingPosterior method)
(probnum.filtsmooth.particle.ParticleFilterPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
ApproximateInformationOperator (class in probnum.diffeq.odefilter.information_operators)
ApproximationStrategy (class in probnum.diffeq.odefilter.approx_strategies)
as_colvec() (in module probnum.utils)
as_numpy_scalar() (in module probnum.utils)
as_shape() (in module probnum.utils)
as_transition() (probnum.diffeq.odefilter.information_operators.ApproximateInformationOperator method)
(probnum.diffeq.odefilter.information_operators.InformationOperator method)
(probnum.diffeq.odefilter.information_operators.LocallyLinearizedInformationOperator method)
(probnum.diffeq.odefilter.information_operators.ODEInformationOperator method)
(probnum.diffeq.odefilter.information_operators.ODEResidual method)
aslinop() (in module probnum.linops)
asrandvar() (in module probnum)
(in module probnum.randvars)
assemble_sigma_points() (probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.gaussian.approx.UKFComponent method)
astype() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
atleast_1d() (in module probnum.utils)
attempt_step() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
B
b (probnum.linalg.solvers.beliefs.LinearSystemBelief attribute)
backward_implementation (probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
backward_realization() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.gaussian.approx.EKFComponent method)
(probnum.filtsmooth.optim.IteratedDiscreteComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
(probnum.randprocs.markov.Transition method)
backward_rv() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.gaussian.approx.EKFComponent method)
(probnum.filtsmooth.optim.IteratedDiscreteComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
(probnum.randprocs.markov.Transition method)
bayescg() (in module probnum.linalg)
BayesFiltSmooth (class in probnum.filtsmooth)
BayesianQuadrature (class in probnum.quad)
bayesquad() (in module probnum.quad)
benes_daum() (in module probnum.problems.zoo.filtsmooth)
BootstrapImportanceDistribution (class in probnum.filtsmooth.particle)
broadcast_matmat() (probnum.linops.Identity class method)
(probnum.linops.Kronecker class method)
(probnum.linops.LinearOperator class method)
(probnum.linops.Matrix class method)
(probnum.linops.Scaling class method)
(probnum.linops.SymmetricKronecker class method)
(probnum.linops.Symmetrize class method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix class method)
broadcast_matvec() (probnum.linops.Identity class method)
(probnum.linops.Kronecker class method)
(probnum.linops.LinearOperator class method)
(probnum.linops.Matrix class method)
(probnum.linops.Scaling class method)
(probnum.linops.SymmetricKronecker class method)
(probnum.linops.Symmetrize class method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix class method)
broadcast_rmatmat() (probnum.linops.Identity class method)
(probnum.linops.Kronecker class method)
(probnum.linops.LinearOperator class method)
(probnum.linops.Matrix class method)
(probnum.linops.Scaling class method)
(probnum.linops.SymmetricKronecker class method)
(probnum.linops.Symmetrize class method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix class method)
broadcast_rmatvec() (probnum.linops.Identity class method)
(probnum.linops.Kronecker class method)
(probnum.linops.LinearOperator class method)
(probnum.linops.Matrix class method)
(probnum.linops.Scaling class method)
(probnum.linops.SymmetricKronecker class method)
(probnum.linops.Symmetrize class method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix class method)
C
car_tracking() (in module probnum.problems.zoo.filtsmooth)
Categorical (class in probnum.randvars)
cdf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
cholesky_update() (in module probnum.utils.linalg)
cond() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
condition_state_on_measurement() (in module probnum.randprocs.markov.discrete)
condition_state_on_rv() (in module probnum.randprocs.markov.discrete)
Configuration (class in probnum._config)
conj() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
conjugate() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
ConjugateGradientPolicy (class in probnum.linalg.solvers.policies)
Constant (class in probnum.randvars)
ConstantDiffusion (class in probnum.randprocs.markov.continuous)
ConstantSteps (class in probnum.diffeq.stepsize)
construct_with_lognormal_perturbation() (probnum.diffeq.perturbed.step.PerturbedStepSolver class method)
construct_with_uniform_perturbation() (probnum.diffeq.perturbed.step.PerturbedStepSolver class method)
ContinuousEKFComponent (class in probnum.filtsmooth.gaussian.approx)
ContinuousRandomVariable (class in probnum.randvars)
ContinuousUKFComponent (class in probnum.filtsmooth.gaussian.approx)
cov (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
cov() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
cov_cholesky (probnum.randvars.Constant attribute)
(probnum.randvars.Normal attribute)
cov_cholesky_is_precomputed (probnum.randvars.Normal attribute)
D
ddf (probnum.problems.InitialValueProblem attribute)
dense_cov (probnum.randvars.Normal attribute)
dense_cov_cholesky() (probnum.randvars.Normal method)
dense_mean (probnum.randvars.Normal attribute)
dense_output() (probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
det() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
df (probnum.problems.InitialValueProblem attribute)
Diffusion (class in probnum.randprocs.markov.continuous)
diffusions (probnum.randprocs.markov.continuous.PiecewiseConstantDiffusion attribute)
dimension (probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent attribute)
(probnum.problems.InitialValueProblem attribute)
DiscreteCallback (class in probnum.diffeq.callbacks)
DiscreteEKFComponent (class in probnum.filtsmooth.gaussian.approx)
DiscreteRandomVariable (class in probnum.randvars)
DiscreteUKFComponent (class in probnum.filtsmooth.gaussian.approx)
discretise() (probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
dispersion_function() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
dispersion_matrix (probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
dispersion_matrix_function() (probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
drift_function() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
drift_jacobian() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
drift_matrix (probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
drift_matrix_function() (probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
dtype (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.Matrix attribute)
(probnum.linops.Scaling attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
(probnum.randprocs.GaussianProcess attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess attribute)
(probnum.randprocs.markov.integrator.MaternProcess attribute)
(probnum.randprocs.markov.MarkovProcess attribute)
(probnum.randprocs.RandomProcess attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
E
effective_number_of_events() (in module probnum.filtsmooth.particle)
eigvals() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
EK0 (class in probnum.diffeq.odefilter.approx_strategies)
EK1 (class in probnum.diffeq.odefilter.approx_strategies)
EKFComponent (class in probnum.filtsmooth.gaussian.approx)
entropy (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
equivalent_discretisation_preconditioned (probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
error_estimate (probnum.diffeq.ODESolverState attribute)
errorest_to_norm() (probnum.diffeq.stepsize.AdaptiveSteps method)
(probnum.diffeq.stepsize.ConstantSteps method)
(probnum.diffeq.stepsize.StepRule method)
estimate_locally() (probnum.randprocs.markov.continuous.ConstantDiffusion method)
(probnum.randprocs.markov.continuous.Diffusion method)
(probnum.randprocs.markov.continuous.PiecewiseConstantDiffusion method)
estimate_statistics() (probnum.filtsmooth.gaussian.approx.UnscentedTransform method)
evaluate_error() (probnum.filtsmooth.optim.StoppingCriterion method)
ExpQuad (class in probnum.kernels)
F
factors (probnum.linops.Scaling attribute)
filter() (probnum.filtsmooth.gaussian.Kalman method)
(probnum.filtsmooth.particle.ParticleFilter method)
filter_generator() (probnum.filtsmooth.particle.ParticleFilter method)
filter_kalman() (in module probnum.filtsmooth)
filtered_states_generator() (probnum.filtsmooth.gaussian.Kalman method)
filtering_solution (probnum.diffeq.odefilter.ODEFilterSolution attribute)
FilteringPosterior (class in probnum.filtsmooth.gaussian)
filtsmooth() (probnum.filtsmooth.gaussian.Kalman method)
fitzhughnagumo() (in module probnum.problems.zoo.diffeq)
force_vector (probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
force_vector_function() (probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
forward_implementation (probnum.randprocs.markov.continuous.LinearSDE attribute)
(probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
forward_realization() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.gaussian.approx.EKFComponent method)
(probnum.filtsmooth.optim.IteratedDiscreteComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
(probnum.randprocs.markov.Transition method)
forward_rv() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.gaussian.approx.EKFComponent method)
(probnum.filtsmooth.optim.IteratedDiscreteComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
(probnum.randprocs.markov.Transition method)
freeze() (probnum.diffeq.odefilter.ODEFilterSolution method)
(probnum.diffeq.ODESolution method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution method)
(probnum.diffeq.perturbed.step.PerturbedStepSolution method)
(probnum.filtsmooth.gaussian.FilteringPosterior method)
(probnum.filtsmooth.gaussian.KalmanPosterior method)
(probnum.filtsmooth.gaussian.SmoothingPosterior method)
(probnum.filtsmooth.particle.ParticleFilterPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
from_callable() (probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent class method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent class method)
(probnum.randprocs.markov.discrete.LinearGaussian class method)
(probnum.randprocs.markov.discrete.LTIGaussian class method)
(probnum.randprocs.markov.discrete.NonlinearGaussian class method)
from_database_entry() (probnum.problems.zoo.linalg.SuiteSparseMatrix class method)
from_ekf() (probnum.filtsmooth.particle.LinearizationImportanceDistribution class method)
from_interface() (probnum.quad.BayesianQuadrature class method)
from_linop() (probnum.randprocs.markov.discrete.LTIGaussian class method)
from_order() (probnum.randprocs.markov.integrator.NordsieckLikeCoordinates class method)
from_ukf() (probnum.filtsmooth.particle.LinearizationImportanceDistribution class method)
frozen (probnum.diffeq.odefilter.ODEFilterSolution attribute)
(probnum.diffeq.ODESolution attribute)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution attribute)
(probnum.diffeq.perturbed.step.PerturbedStepSolution attribute)
(probnum.filtsmooth.gaussian.FilteringPosterior attribute)
(probnum.filtsmooth.gaussian.KalmanPosterior attribute)
(probnum.filtsmooth.gaussian.SmoothingPosterior attribute)
(probnum.filtsmooth.particle.ParticleFilterPosterior attribute)
(probnum.filtsmooth.TimeSeriesPosterior attribute)
G
GaussianMeasure (class in probnum.quad)
GaussianProcess (class in probnum.randprocs)
GaussNewton (class in probnum.filtsmooth.optim)
generate_artificial_measurements() (in module probnum.randprocs.markov.utils)
generate_importance_rv() (probnum.filtsmooth.particle.BootstrapImportanceDistribution method)
(probnum.filtsmooth.particle.ImportanceDistribution method)
(probnum.filtsmooth.particle.LinearizationImportanceDistribution method)
H
H (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.Matrix attribute)
(probnum.linops.Scaling attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
has_converged() (probnum.linalg.solvers.MatrixBasedSolver method)
(probnum.linalg.solvers.SymmetricMatrixBasedSolver method)
hyperparameter() (probnum.linalg.solvers.beliefs.LinearSystemBelief method)
I
identical_factors (probnum.linops.SymmetricKronecker attribute)
Identity (class in probnum.linops)
importance_rv_generator() (probnum.filtsmooth.particle.ParticleFilter method)
importance_rv_generator_initial_time() (probnum.filtsmooth.particle.ParticleFilter method)
ImportanceDistribution (class in probnum.filtsmooth.particle)
in_support() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
incorporate_ode() (probnum.diffeq.odefilter.information_operators.ODEInformationOperator method)
(probnum.diffeq.odefilter.information_operators.ODEResidual method)
infer_median_dtype() (probnum.randvars.Categorical static method)
(probnum.randvars.Constant static method)
(probnum.randvars.ContinuousRandomVariable static method)
(probnum.randvars.DiscreteRandomVariable static method)
(probnum.randvars.Normal static method)
(probnum.randvars.RandomVariable static method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable static method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable static method)
(probnum.randvars.WrappedSciPyRandomVariable static method)
infer_moment_dtype() (probnum.randvars.Categorical static method)
(probnum.randvars.Constant static method)
(probnum.randvars.ContinuousRandomVariable static method)
(probnum.randvars.DiscreteRandomVariable static method)
(probnum.randvars.Normal static method)
(probnum.randvars.RandomVariable static method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable static method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable static method)
(probnum.randvars.WrappedSciPyRandomVariable static method)
InformationOperator (class in probnum.diffeq.odefilter.information_operators)
InitializationRoutine (class in probnum.diffeq.odefilter.initialization_routines)
initialize() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
InitialValueProblem (class in probnum.problems)
input_dim (probnum.kernels.ExpQuad attribute)
(probnum.kernels.Kernel attribute)
(probnum.kernels.Linear attribute)
(probnum.kernels.Matern attribute)
(probnum.kernels.Polynomial attribute)
(probnum.kernels.RatQuad attribute)
(probnum.kernels.WhiteNoise attribute)
(probnum.randprocs.GaussianProcess attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess attribute)
(probnum.randprocs.markov.integrator.MaternProcess attribute)
(probnum.randprocs.markov.MarkovProcess attribute)
(probnum.randprocs.RandomProcess attribute)
integrate() (probnum.quad.BayesianQuadrature method)
IntegratedOrnsteinUhlenbeckProcess (class in probnum.randprocs.markov.integrator)
IntegratedOrnsteinUhlenbeckTransition (class in probnum.randprocs.markov.integrator)
IntegratedWienerProcess (class in probnum.randprocs.markov.integrator)
IntegratedWienerTransition (class in probnum.randprocs.markov.integrator)
IntegrationMeasure (class in probnum.quad)
IntegratorTransition (class in probnum.randprocs.markov.integrator)
interpolate() (probnum.diffeq.odefilter.ODEFilterSolution method)
(probnum.diffeq.ODESolution method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution method)
(probnum.diffeq.perturbed.step.PerturbedStepSolution method)
(probnum.filtsmooth.gaussian.FilteringPosterior method)
(probnum.filtsmooth.gaussian.KalmanPosterior method)
(probnum.filtsmooth.gaussian.SmoothingPosterior method)
(probnum.filtsmooth.particle.ParticleFilterPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
inv() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
inverse (probnum.randprocs.markov.integrator.NordsieckLikeCoordinates attribute)
(probnum.randprocs.markov.integrator.Preconditioner attribute)
is_accepted() (probnum.diffeq.stepsize.AdaptiveSteps method)
(probnum.diffeq.stepsize.ConstantSteps method)
(probnum.diffeq.stepsize.StepRule method)
is_exact (probnum.diffeq.odefilter.initialization_routines.InitializationRoutine attribute)
(probnum.diffeq.odefilter.initialization_routines.RungeKuttaInitialization attribute)
(probnum.diffeq.odefilter.initialization_routines.TaylorModeInitialization attribute)
is_isotropic (probnum.linops.Scaling attribute)
is_square (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.Matrix attribute)
(probnum.linops.Scaling attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
iterated_filtsmooth() (probnum.filtsmooth.gaussian.Kalman method)
iterated_filtsmooth_posterior_generator() (probnum.filtsmooth.gaussian.Kalman method)
IteratedDiscreteComponent (class in probnum.filtsmooth.optim)
J
jacobian() (probnum.diffeq.odefilter.information_operators.ApproximateInformationOperator method)
(probnum.diffeq.odefilter.information_operators.InformationOperator method)
(probnum.diffeq.odefilter.information_operators.LocallyLinearizedInformationOperator method)
(probnum.diffeq.odefilter.information_operators.ODEInformationOperator method)
(probnum.diffeq.odefilter.information_operators.ODEResidual method)
jointly_transform_base_measure_realization_list_backward() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.optim.IteratedDiscreteComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
(probnum.randprocs.markov.Transition method)
jointly_transform_base_measure_realization_list_forward() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.optim.IteratedDiscreteComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
(probnum.randprocs.markov.Transition method)
K
Kalman (class in probnum.filtsmooth.gaussian)
KalmanPosterior (class in probnum.filtsmooth.gaussian)
Kernel (class in probnum.kernels)
kernel_mean() (probnum.quad.KernelEmbedding method)
kernel_variance() (probnum.quad.KernelEmbedding method)
KernelEmbedding (class in probnum.quad)
Kronecker (class in probnum.linops)
L
LebesgueMeasure (class in probnum.quad)
Linear (class in probnum.kernels)
LinearGaussian (class in probnum.randprocs.markov.discrete)
LinearizationImportanceDistribution (class in probnum.filtsmooth.particle)
linearize() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.EKFComponent method)
LinearOperator (class in probnum.linops)
LinearSDE (class in probnum.randprocs.markov.continuous)
LinearSolverPolicy (class in probnum.linalg.solvers.policies)
LinearSystem (class in probnum.problems)
LinearSystemBelief (class in probnum.linalg.solvers.beliefs)
LocallyLinearizedInformationOperator (class in probnum.diffeq.odefilter.information_operators)
locations (probnum.diffeq.odefilter.ODEFilterSolution attribute)
(probnum.diffeq.ODESolution attribute)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution attribute)
(probnum.diffeq.perturbed.step.PerturbedStepSolution attribute)
(probnum.filtsmooth.gaussian.FilteringPosterior attribute)
(probnum.filtsmooth.gaussian.KalmanPosterior attribute)
(probnum.filtsmooth.gaussian.SmoothingPosterior attribute)
(probnum.filtsmooth.particle.ParticleFilterPosterior attribute)
(probnum.filtsmooth.TimeSeriesPosterior attribute)
(probnum.randprocs.markov.continuous.PiecewiseConstantDiffusion attribute)
log_correction_factor() (probnum.filtsmooth.particle.BootstrapImportanceDistribution method)
(probnum.filtsmooth.particle.ImportanceDistribution method)
(probnum.filtsmooth.particle.LinearizationImportanceDistribution method)
logabsdet() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
logcdf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
logistic() (in module probnum.problems.zoo.diffeq)
logistic_ode() (in module probnum.problems.zoo.filtsmooth)
logpdf() (probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
logpmf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
lorenz63() (in module probnum.problems.zoo.diffeq)
lorenz96() (in module probnum.problems.zoo.diffeq)
lotkavolterra() (in module probnum.problems.zoo.diffeq)
LTIGaussian (class in probnum.randprocs.markov.discrete)
LTISDE (class in probnum.randprocs.markov.continuous)
M
marginal() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
MarkovProcess (class in probnum.randprocs.markov)
Matern (class in probnum.kernels)
MaternProcess (class in probnum.randprocs.markov.integrator)
MaternTransition (class in probnum.randprocs.markov.integrator)
Matrix (class in probnum.linops)
matrix_fraction_decomposition() (in module probnum.randprocs.markov.continuous)
MatrixBasedSolver (class in probnum.linalg.solvers)
mde_atol (probnum.randprocs.markov.continuous.LinearSDE attribute)
(probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
mde_rtol (probnum.randprocs.markov.continuous.LinearSDE attribute)
(probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
mde_solver (probnum.randprocs.markov.continuous.LinearSDE attribute)
(probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
mean (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
mean() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
median (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
median_dtype (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
merge_regression_problems() (in module probnum.filtsmooth.utils)
method_callback() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
mode (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
module
probnum
probnum._config
probnum.diffeq
probnum.diffeq.callbacks
probnum.diffeq.odefilter
probnum.diffeq.odefilter.approx_strategies
probnum.diffeq.odefilter.information_operators
probnum.diffeq.odefilter.initialization_routines
probnum.diffeq.perturbed
probnum.diffeq.perturbed.scipy_wrapper
probnum.diffeq.perturbed.step
probnum.diffeq.stepsize
probnum.filtsmooth
probnum.filtsmooth.gaussian
probnum.filtsmooth.gaussian.approx
probnum.filtsmooth.optim
probnum.filtsmooth.particle
probnum.filtsmooth.utils
probnum.kernels
probnum.linalg
probnum.linalg.solvers
probnum.linalg.solvers.beliefs
probnum.linalg.solvers.policies
probnum.linops
probnum.problems
probnum.problems.zoo
probnum.problems.zoo.diffeq
probnum.problems.zoo.filtsmooth
probnum.problems.zoo.linalg
probnum.quad
probnum.randprocs
probnum.randprocs.markov
probnum.randprocs.markov.continuous
probnum.randprocs.markov.discrete
probnum.randprocs.markov.integrator
probnum.randprocs.markov.utils
probnum.randvars
probnum.utils
probnum.utils.linalg
moment_dtype (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
N
ndim (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.Matrix attribute)
(probnum.linops.Scaling attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
next_step() (probnum.linalg.solvers.ProbabilisticLinearSolverState method)
NonlinearGaussian (class in probnum.randprocs.markov.discrete)
NordsieckLikeCoordinates (class in probnum.randprocs.markov.integrator)
Normal (class in probnum.randvars)
num_derivatives (probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.IntegratorTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
O
observation (probnum.linalg.solvers.ProbabilisticLinearSolverState attribute)
observations (probnum.linalg.solvers.ProbabilisticLinearSolverState attribute)
ode_has_been_incorporated (probnum.diffeq.odefilter.information_operators.ODEInformationOperator attribute)
(probnum.diffeq.odefilter.information_operators.ODEResidual attribute)
ODEFilter (class in probnum.diffeq.odefilter)
ODEFilterSolution (class in probnum.diffeq.odefilter)
ODEInformationOperator (class in probnum.diffeq.odefilter.information_operators)
ODEResidual (class in probnum.diffeq.odefilter.information_operators)
ODESolution (class in probnum.diffeq)
ODESolver (class in probnum.diffeq)
ODESolverCallback (class in probnum.diffeq.callbacks)
ODESolverState (class in probnum.diffeq)
ornstein_uhlenbeck() (in module probnum.problems.zoo.filtsmooth)
output_dim (probnum.kernels.ExpQuad attribute)
(probnum.kernels.Kernel attribute)
(probnum.kernels.Linear attribute)
(probnum.kernels.Matern attribute)
(probnum.kernels.Polynomial attribute)
(probnum.kernels.RatQuad attribute)
(probnum.kernels.WhiteNoise attribute)
(probnum.problems.QuadratureProblem attribute)
(probnum.randprocs.GaussianProcess attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess attribute)
(probnum.randprocs.markov.integrator.MaternProcess attribute)
(probnum.randprocs.markov.MarkovProcess attribute)
(probnum.randprocs.RandomProcess attribute)
P
parameters (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
ParticleFilter (class in probnum.filtsmooth.particle)
ParticleFilterPosterior (class in probnum.filtsmooth.particle)
pdf() (probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
pendulum() (in module probnum.problems.zoo.filtsmooth)
perform_full_step() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
perturb_lognormal() (in module probnum.diffeq.perturbed.step)
perturb_uniform() (in module probnum.diffeq.perturbed.step)
PerturbedStepSolution (class in probnum.diffeq.perturbed.step)
PerturbedStepSolver (class in probnum.diffeq.perturbed.step)
perturbsolve_ivp() (in module probnum.diffeq)
PiecewiseConstantDiffusion (class in probnum.randprocs.markov.continuous)
pmf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
Polynomial (class in probnum.kernels)
postprocess() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
precompute_cov_cholesky() (probnum.randvars.Normal method)
precon (probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.IntegratorTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
Preconditioner (class in probnum.randprocs.markov.integrator)
ProbabilisticLinearSolver (class in probnum.linalg.solvers)
ProbabilisticLinearSolverState (class in probnum.linalg.solvers)
ProbabilisticNumericalMethod (class in probnum)
probabilities (probnum.randvars.Categorical attribute)
problinsolve() (in module probnum.linalg)
probnum
module
probnum._config
module
probnum.diffeq
module
probnum.diffeq.callbacks
module
probnum.diffeq.odefilter
module
probnum.diffeq.odefilter.approx_strategies
module
probnum.diffeq.odefilter.information_operators
module
probnum.diffeq.odefilter.initialization_routines
module
probnum.diffeq.perturbed
module
probnum.diffeq.perturbed.scipy_wrapper
module
probnum.diffeq.perturbed.step
module
probnum.diffeq.stepsize
module
probnum.filtsmooth
module
probnum.filtsmooth.gaussian
module
probnum.filtsmooth.gaussian.approx
module
probnum.filtsmooth.optim
module
probnum.filtsmooth.particle
module
probnum.filtsmooth.utils
module
probnum.kernels
module
probnum.linalg
module
probnum.linalg.solvers
module
probnum.linalg.solvers.beliefs
module
probnum.linalg.solvers.policies
module
probnum.linops
module
probnum.problems
module
probnum.problems.zoo
module
probnum.problems.zoo.diffeq
module
probnum.problems.zoo.filtsmooth
module
probnum.problems.zoo.linalg
module
probnum.quad
module
probnum.randprocs
module
probnum.randprocs.markov
module
probnum.randprocs.markov.continuous
module
probnum.randprocs.markov.discrete
module
probnum.randprocs.markov.integrator
module
probnum.randprocs.markov.utils
module
probnum.randvars
module
probnum.utils
module
probnum.utils.linalg
module
probsolve_ivp() (in module probnum.diffeq)
proc_noise_cov_cholesky (probnum.randprocs.markov.discrete.LTIGaussian attribute)
proc_noise_cov_cholesky_fun() (probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
process_initrv_with_data() (probnum.filtsmooth.particle.BootstrapImportanceDistribution method)
(probnum.filtsmooth.particle.ImportanceDistribution method)
(probnum.filtsmooth.particle.LinearizationImportanceDistribution method)
proj2coord() (probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.IntegratorTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
propagate() (probnum.filtsmooth.gaussian.approx.UnscentedTransform method)
propose_firststep() (in module probnum.diffeq.stepsize)
push_forward() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
Q
QuadratureProblem (class in probnum.problems)
quantile() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
R
random_linear_system() (in module probnum.problems.zoo.linalg)
random_sparse_spd_matrix() (in module probnum.problems.zoo.linalg)
random_spd_matrix() (in module probnum.problems.zoo.linalg)
RandomProcess (class in probnum.randprocs)
RandomUnitVectorPolicy (class in probnum.linalg.solvers.policies)
RandomVariable (class in probnum.randvars)
rank() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
RatQuad (class in probnum.kernels)
reference_state (probnum.diffeq.ODESolverState attribute)
register() (probnum._config.Configuration method)
requires_jax (probnum.diffeq.odefilter.initialization_routines.InitializationRoutine attribute)
(probnum.diffeq.odefilter.initialization_routines.RungeKuttaInitialization attribute)
(probnum.diffeq.odefilter.initialization_routines.TaylorModeInitialization attribute)
resample() (probnum.randvars.Categorical method)
reshape() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
residual (probnum.linalg.solvers.ProbabilisticLinearSolverState attribute)
residuals (probnum.linalg.solvers.ProbabilisticLinearSolverState attribute)
rigidbody() (in module probnum.problems.zoo.diffeq)
RungeKuttaInitialization (class in probnum.diffeq.odefilter.initialization_routines)
rvlist_to_odesol() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
S
sample() (probnum.diffeq.odefilter.ODEFilterSolution method)
(probnum.diffeq.ODESolution method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution method)
(probnum.diffeq.perturbed.step.PerturbedStepSolution method)
(probnum.filtsmooth.gaussian.FilteringPosterior method)
(probnum.filtsmooth.gaussian.KalmanPosterior method)
(probnum.filtsmooth.gaussian.SmoothingPosterior method)
(probnum.filtsmooth.particle.ParticleFilterPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
(probnum.quad.GaussianMeasure method)
(probnum.quad.IntegrationMeasure method)
(probnum.quad.LebesgueMeasure method)
(probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
(probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
scalar (probnum.linops.Scaling attribute)
Scaling (class in probnum.linops)
scipy_rv (probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
SDE (class in probnum.randprocs.markov.continuous)
seir() (in module probnum.problems.zoo.diffeq)
shape (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.Matrix attribute)
(probnum.linops.Scaling attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
sigma_points() (probnum.filtsmooth.gaussian.approx.UnscentedTransform method)
size (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.Matrix attribute)
(probnum.linops.Scaling attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
smooth() (probnum.filtsmooth.gaussian.Kalman method)
smooth_list() (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent method)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent method)
(probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent method)
(probnum.filtsmooth.optim.IteratedDiscreteComponent method)
(probnum.randprocs.markov.continuous.LinearSDE method)
(probnum.randprocs.markov.continuous.LTISDE method)
(probnum.randprocs.markov.continuous.SDE method)
(probnum.randprocs.markov.discrete.LinearGaussian method)
(probnum.randprocs.markov.discrete.LTIGaussian method)
(probnum.randprocs.markov.discrete.NonlinearGaussian method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition method)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition method)
(probnum.randprocs.markov.integrator.MaternTransition method)
(probnum.randprocs.markov.Transition method)
smooth_rts() (in module probnum.filtsmooth)
SmoothingPosterior (class in probnum.filtsmooth.gaussian)
solution (probnum.problems.InitialValueProblem attribute)
(probnum.problems.LinearSystem attribute)
(probnum.problems.QuadratureProblem attribute)
(probnum.problems.TimeSeriesRegressionProblem attribute)
solution_generator() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
(probnum.filtsmooth.optim.GaussNewton method)
(probnum.filtsmooth.optim.StateSpaceOptimizer method)
solve() (probnum.diffeq.odefilter.ODEFilter method)
(probnum.diffeq.ODESolver method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyRungeKutta method)
(probnum.diffeq.perturbed.step.PerturbedStepSolver method)
(probnum.filtsmooth.optim.GaussNewton method)
(probnum.filtsmooth.optim.StateSpaceOptimizer method)
(probnum.linalg.solvers.MatrixBasedSolver method)
(probnum.linalg.solvers.SymmetricMatrixBasedSolver method)
(probnum.ProbabilisticNumericalMethod method)
state_dimension (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent attribute)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent attribute)
(probnum.randprocs.markov.continuous.LinearSDE attribute)
(probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.continuous.SDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
states (probnum.diffeq.odefilter.ODEFilterSolution attribute)
(probnum.diffeq.ODESolution attribute)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution attribute)
(probnum.diffeq.perturbed.step.PerturbedStepSolution attribute)
(probnum.filtsmooth.gaussian.FilteringPosterior attribute)
(probnum.filtsmooth.gaussian.KalmanPosterior attribute)
(probnum.filtsmooth.gaussian.SmoothingPosterior attribute)
(probnum.filtsmooth.particle.ParticleFilterPosterior attribute)
(probnum.filtsmooth.TimeSeriesPosterior attribute)
StateSpaceOptimizer (class in probnum.filtsmooth.optim)
std (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
std() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
StepRule (class in probnum.diffeq.stepsize)
StoppingCriterion (class in probnum.filtsmooth.optim)
suggest() (probnum.diffeq.stepsize.AdaptiveSteps method)
(probnum.diffeq.stepsize.ConstantSteps method)
(probnum.diffeq.stepsize.StepRule method)
suitesparse_matrix() (in module probnum.problems.zoo.linalg)
SuiteSparseMatrix (class in probnum.problems.zoo.linalg)
support (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
SymmetricKronecker (class in probnum.linops)
SymmetricMatrixBasedSolver (class in probnum.linalg.solvers)
Symmetrize (class in probnum.linops)
T
T (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.Matrix attribute)
(probnum.linops.Scaling attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
t0 (probnum.randprocs.markov.continuous.PiecewiseConstantDiffusion attribute)
TaylorModeInitialization (class in probnum.diffeq.odefilter.initialization_routines)
terminate() (probnum.filtsmooth.optim.StoppingCriterion method)
threebody() (in module probnum.problems.zoo.diffeq)
threebody_jax() (in module probnum.problems.zoo.diffeq)
TimeSeriesPosterior (class in probnum.filtsmooth)
TimeSeriesRegressionProblem (class in probnum.problems)
tmax (probnum.randprocs.markov.continuous.PiecewiseConstantDiffusion attribute)
todense() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
trace() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
transform_base_measure_realizations() (probnum.diffeq.odefilter.ODEFilterSolution method)
(probnum.diffeq.ODESolution method)
(probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution method)
(probnum.diffeq.perturbed.step.PerturbedStepSolution method)
(probnum.filtsmooth.gaussian.FilteringPosterior method)
(probnum.filtsmooth.gaussian.KalmanPosterior method)
(probnum.filtsmooth.gaussian.SmoothingPosterior method)
(probnum.filtsmooth.particle.ParticleFilterPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
Transition (class in probnum.randprocs.markov)
transpose() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.Matrix method)
(probnum.linops.Scaling method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
(probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
tril_to_positive_tril() (in module probnum.utils.linalg)
U
UKFComponent (class in probnum.filtsmooth.gaussian.approx)
UnscentedTransform (class in probnum.filtsmooth.gaussian.approx)
update_in_place() (probnum.randprocs.markov.continuous.ConstantDiffusion method)
(probnum.randprocs.markov.continuous.Diffusion method)
(probnum.randprocs.markov.continuous.PiecewiseConstantDiffusion method)
V
vanderpol() (in module probnum.problems.zoo.diffeq)
vanderpol_jax() (in module probnum.problems.zoo.diffeq)
var (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
var() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess method)
(probnum.randprocs.markov.integrator.IntegratedWienerProcess method)
(probnum.randprocs.markov.integrator.MaternProcess method)
(probnum.randprocs.markov.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
W
WhiteNoise (class in probnum.kernels)
wiener_process_dimension (probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent attribute)
(probnum.filtsmooth.gaussian.approx.ContinuousUKFComponent attribute)
(probnum.randprocs.markov.continuous.LinearSDE attribute)
(probnum.randprocs.markov.continuous.LTISDE attribute)
(probnum.randprocs.markov.continuous.SDE attribute)
(probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition attribute)
(probnum.randprocs.markov.integrator.IntegratedWienerTransition attribute)
(probnum.randprocs.markov.integrator.IntegratorTransition attribute)
(probnum.randprocs.markov.integrator.MaternTransition attribute)
WrappedSciPyContinuousRandomVariable (class in probnum.randvars)
WrappedSciPyDiscreteRandomVariable (class in probnum.randvars)
WrappedScipyODESolution (class in probnum.diffeq.perturbed.scipy_wrapper)
WrappedSciPyRandomVariable (class in probnum.randvars)
WrappedScipyRungeKutta (class in probnum.diffeq.perturbed.scipy_wrapper)
X
x (probnum.linalg.solvers.beliefs.LinearSystemBelief attribute)