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jumpdiff jumpdiff is a python library with non-parametric Nadaraya─Watson estimators to extract the parameters of jump-diffusion processes. With jumpd

PyTorch Implementation of Differentiable SDE Solvers This library provides stochastic differential equation (SDE) solvers with GPU support and efficie

Doctoral dissertation of Zheng Zhao This thesis is mainly concerned with state-space methods for a class of deep Gaussian process (DGP) regression pro