Source code for Large-Scale Wasserstein Gradient Flows (NeurIPS 2021)
Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature
MATLAB implementation of VBMCCKF for Li-ion battery SOC estimation.
Sigma-Point Filters based on Bayesian Quadrature
Python library for pairwise Kalman filtering and smoothing on Gaussian pairwise Markov models: linear PKF, nonlinear EPKF/UPKF/PPF, six equivalent linear smoothers, EM learning and back-action tests. Reference code for two companion papers.
Inference Lab, Sungkyunkwan University — multiscale stochastic dynamics, inverse problems, and the certification of learned closures.
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