├── .gitattributes ├── .gitignore ├── README.md ├── bayesian_sde_solver ├── __init__.py ├── foster_polynomial.py ├── ito_stratonovich.py ├── ode_solvers │ ├── __init__.py │ ├── ekf.py │ ├── ekf0.py │ ├── ekf0_2.py │ ├── ekf1.py │ ├── ekf1_2.py │ ├── euler.py │ └── probnum │ │ ├── IOUP.py │ │ ├── __init__.py │ │ ├── _utils.py │ │ ├── calibration.py │ │ ├── ekf.py │ │ ├── matern.py │ │ └── transition_function.py ├── sde_solver.py ├── sde_solvers │ ├── __init__.py │ ├── diag_15_scheme.py │ ├── euler_maruyama.py │ └── hypoelliptic_diffusion__diag_15_scheme.py ├── ssm_parabola │ ├── __init__.py │ ├── ekf.py │ ├── ekf0.py │ ├── ekf1.py │ └── ssm_parabola_ode.py └── utils │ ├── __init__.py │ ├── insert.py │ ├── ivp.py │ └── progress_bar.py ├── scripts ├── EKF0_FHN │ ├── pathwise_convergence_experiment_2_RAM.py │ ├── pathwise_convergence_experiment_2_RAM_2.py │ └── pathwise_convergence_experiment_3_ssm.py ├── EKF0_IBM │ ├── pathwise_convergence_experiment_2_RAM.py │ ├── pathwise_convergence_experiment_2_RAM_2.py │ └── pathwise_convergence_experiment_3_ssm.py ├── EKF0_Mat_vs_IBM_FHN │ ├── Untitled.ipynb │ ├── comparison_2_RAM.py │ └── comparison_2_RAM_setup_in_the_response_to_the_reviewer.py ├── EKF1_FHN │ ├── main.ipynb │ ├── pathwise_convergence_experiment_2_RAM.py │ ├── pathwise_convergence_experiment_2_RAM_2.py │ └── pathwise_convergence_experiment_3_ssm.py ├── EKF1_IBM │ ├── pathwise_convergence_experiment_2_RAM.py │ ├── pathwise_convergence_experiment_2_RAM_2.py │ └── pathwise_convergence_experiment_3_ssm.py ├── EM_FHN │ └── pathwise_convergence_experiment_2_RAM.py ├── README.md ├── Untitled.ipynb ├── breaking_multidimensionnal.py ├── experiment_exp_lipschitz.py ├── local_order_experiment_from_scratch.py ├── pathwise_convergence_experiment_2.py ├── pathwise_convergence_experiment_2_RAM.py ├── pathwise_convergence_experiment_2_RAM_2.py ├── pathwise_convergence_experiment_3_ssm.py ├── sampling_from_posterior_alg3 │ ├── main.ipynb │ ├── pathwise_sampling_from_posterior.py │ ├── sanity_check_calibration_ode.py │ └── uncertainty_calibration.py ├── special_plots.ipynb └── strong_convergence_parabola_ode.py ├── setup.py └── tests ├── test_diag_15_scheme.py ├── test_ekf.py ├── test_end_to_end.py ├── test_euler.py ├── test_euler_maruyama.py ├── test_exact_hypoelliptic_diffusion_15_scheme.py ├── test_foster.py ├── test_hypoelliptic_diffusion_15_scheme.py ├── test_ito_strato.py ├── test_sde_solver_foster.py └── test_ssm_parabola_ode.py /.gitattributes: -------------------------------------------------------------------------------- 1 | *.ipynb linguist-detectable=false 2 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ylefay/bayesianSDEsolver/HEAD/.gitignore -------------------------------------------------------------------------------- /README.md: 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