Popular GitHub Repositories for Sdes

Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.

SPPU BE COMP LP3 Codes - Machine Learning (ML) and Information and Cyber Security (ICS)

A thin wrapper over Bridge.jl for the SciML scientific machine learning common interface, enabling new methods for neural stochastic differential equations (neural SDEs)

Variational Gaussian Process Approximation. This project contains a python3 implementation of the original VGPA algorithm for approximate inference in SDEs.

Markov Chain Cubature via JAX. Efficient SDE solving and Bayesian inference.

Work in progress of Finite Dimensional Matching for Neural SDEs implementation.

A minimal implementation of Score-Based Generative Modeling through SDEs