ProbNum implements probabilistic numerical methods in Python. Such methods solve numerical problems from linear algebra, optimization, quadrature and differential equations using probabilistic inference. This approach captures uncertainty arising from finite computational resources and stochastic input.
Probabilistic numerics (PN) aims to quantify uncertainty arising from intractable or incomplete numerical computation and from stochastic input using the tools of probability theory. 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.
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.