hd-UQ/cd_dynamax

Extension of dynamax repository to dynamical systems with continuous-time dynamics and measurements sampled at possibly irregular discrete times. Allows generic inference of dynamical systems parameters from partial noisy observations via auto-differentiable filtering, SGD, and HMC.

Extension of dynamax repository to dynamical systems with continuous-time dynamics and measurements sampled at possibly irregular discrete times. Allows generic inference of dynamical systems parameters from partial noisy observations via auto-differentiable filtering, SGD, and HMC.