Probabilistic Numerics in Python¶
Probabilistic numerics (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 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.