probnum

ProbNum implements probabilistic numerical methods in Python. Such methods solve numerical problems from linear algebra, optimization, quadrature and differential equations using probabilistic inference. This approach captures uncertainty arising from finite computational resources and stochastic input.

Subpackage	Description
diffeq	Probabilistic solvers for ordinary differential equations.
filtsmooth	Bayesian filtering and smoothing.
kernels	Kernels / covariance functions.
linalg	Probabilistic numerical linear algebra.
linops	Finite-dimensional linear operators.
problems	Definitions and collection of problems solved by PN methods.
quad	Bayesian quadrature / numerical integration.
randprocs	Random processes representing uncertain functions.
randvars	Random variables representing uncertain values.
statespace	Probabilistic state space models.
utils	Utility functions.

Functions

asrandvar(obj)

Convert obj to a RandomVariable.

Classes

ProbabilisticNumericalMethod(prior)

Probabilistic numerical methods.

Class Inheritance Diagram