Co-organising a workshop:
Non-Equilibrium Sampling: Diffusions · Flows · Particles
September, Newcastle
Come join the fun!
I'll be at ICLR this week 🇧🇷 presenting my complete SDE decomposition at the DeLTA workshop on Monday.
Reach out if you want to meet!
It was my birthday this week, it really had to be done
The World Cup is about to start, I wrote a model using cuthbert to predict the games, check out cuthberto-carlos 🐛⚽ ryantjx.github.io/cuthberto-ca...
The ensemble Kalman filter is now in cuthbert 🔥
The EnKF is one of those algorithms that "just works" - oftentimes in settings it has no right to
github.com/state-space-...
There's a load of fun examples in the cuthbert docs and we're always looking to add more! 🐛
state-space-models.github.io/cuthbert/exa...
github.com/state-space-...
In this highly nonlinear example it's more accurate and faster than both extended and particle filters.
state-space-models.github.io/cuthbert/exa...
Sam Duffield
Sam Duffield
Sam Duffield
Sam Duffield
Sam Duffield
Sam Duffield
Sam Duffield
Sam Duffield
Sam Duffield
I think this didn't get nearly enough traction. Sam did some fantastic work here leveraging the library we've been developing to make predictions for football. This was ported to a UI by Ryan Chan (Warwick MSc student) who's doing his thesis with me (on the methods behind the prediction).
The World Cup is about to start, I wrote a model using cuthbert to predict the games, check out cuthberto-carlos 🐛⚽ ryantjx.github.io/cuthberto-ca...
Sam Duffield
Adrien Corenflos
Group photo from last year's Newcastle Sampling workshop.
This PR introduces the ensemble Kalman filter (EnKF). The implementation is based in part on the implementation of CD-Dynamax. That implementation, in turn, is inspired by Algorithm 10.2 in the not...
This section contains examples of how to use cuthbert on some fun problems, highlighting the flexibility of the library and the utility of the underlying methods.
