index.rst

Probabilistic Numerics in Python

Probabilistic numerics (PN) (PN) interprets classic numerical routines as inference procedures by taking a probabilistic viewpoint. This allows principled treatment of uncertainty arising from finite computational resources. The vision of probabilistic numerics is to provide well-calibrated probability measures over the output of a numerical routine, which then can be propagated along the chain of computation.

This repository aims to implement methods from PN in Python 3 and to provide a common interface for them. This is currently a work in progress, therefore interfaces are subject to change.

To get started install ProbNum using pip.

pip install probnum

Alternatively, you can install the package from source.

pip install git+https://github.com/probabilistic-numerics/probnum.git

To learn how to use ProbNum check out the quickstart guide and the tutorials.

introduction/probabilistic_numerics introduction/quickstart

tutorials/probability tutorials/linear_algebra tutorials/differential_equations

public_api/prob public_api/linalg public_api/quad public_api/diffeq public_api/filtsmooth public_api/utils

development/contributing development/developer_guides development/styleguide development/benchmarking

GitHub Repository <https://github.com/probabilistic-numerics/probnum> development/code_contributors license

Indices

• genindex
• modindex