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[WIP] ExpectationProblem interface#55

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ChrisRackauckas merged 47 commits intoSciML:masterSciML/SciMLExpectations.jl:masterfrom agerlach:agerlach/ExpectationProblemCopy head branch name to clipboardAug 13, 2022

+905-454

Commits

Commits on Apr 20, 2021

• add test project toml

  

  Adam R. Gerlach

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• initial type stable expectation prototype

  

  Adam R. Gerlach

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• type stable forwarddiff.gradient

  

  Adam R. Gerlach

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• remove boxed counter hack in favor of type annotation. Make non-mutating and type stable

  

  Adam R. Gerlach

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Commits on Apr 23, 2021

• add various zygote adjoints

  

  Adam R. Gerlach

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Commits on Apr 28, 2021

• seperated integrand function so callable outside DEU. Added nout and batch arguments to zygote adjoints

  

  Adam R. Gerlach

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• add support for old interface

  

  Adam R. Gerlach

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• general cleanup

  

  Adam R. Gerlach

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Commits on Apr 29, 2021

• add interface transform tests for old interface

  

  Adam R. Gerlach

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• add missing system dynamics

  

  Adam R. Gerlach

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• add JointPdf interface tests

  

  Adam R. Gerlach

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• add new expectation interface calling JointPdf dispatch and add new interface tests

  

  Adam R. Gerlach

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• add missing file

  

  Adam R. Gerlach

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Commits on Apr 30, 2021

• remove unneeded type information

  

  Adam R. Gerlach

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• refactor myintegrate

  

  Adam R. Gerlach

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• initial structure of ExpectationProblem

  

  Adam R. Gerlach

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• add convenience constructor for independent distributions for GenericDistributions

  

  Adam R. Gerlach

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• update GP rand return type

  

  Adam R. Gerlach

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Commits on May 5, 2021

• initial working ExpectationProblem

  

  Adam R. Gerlach

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• clean up and implementation of Monte Carlo

  

  Adam R. Gerlach

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Commits on May 6, 2021

• remove OBE tests, add GenericDistribution and SystemMap tests

  

  Adam R. Gerlach

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• add ExpectationProblem interface tests

  

  Adam R. Gerlach

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• reorganized tests

  

  Adam R. Gerlach

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• add nout to ExpectationProblem

  

  Adam R. Gerlach

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• change general distribution to use SVector instead of tuples. Start solve tests

  

  Adam R. Gerlach

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• Expectation tests passing for all quadrature and nout >= 1

  

  Adam R. Gerlach

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Commits on May 7, 2021

• clean up type signatures

  

  Adam R. Gerlach

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• add MonteCarlo and Generic map tests

  

  Adam R. Gerlach

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• update form of observable to g(x,p). Change general maps interface to store in g instead of S

  

  Adam R. Gerlach

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• add commented test

  

  Adam R. Gerlach

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• add solve inferrence tests

  

  Adam R. Gerlach

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• reorganization and general cleanup. Added some comments

  

  Adam R. Gerlach

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• update build_integrand and tests

  

  Adam R. Gerlach

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• move build_integrand to make Koopman() available

  

  Adam R. Gerlach

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Commits on May 10, 2021

• Merge branch 'master' into agerlach/ExpectationProblem

  agerlach

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Commits on May 11, 2021

• add batch mode support for DiffEq problems

  

  Adam R. Gerlach

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• Merge branch 'agerlach/ExpectationProblem' of https://github.com/agerlach/DiffEqUncertainty.jl into agerlach/ExpectationProblem

  

  Adam R. Gerlach

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Commits on Aug 13, 2022

• bump versions and remove system map

  ChrisRackauckas

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• Format

  ChrisRackauckas

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• bring back system map

  ChrisRackauckas

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• remove sm from tests

  ChrisRackauckas

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• add back problem type specialization

  ChrisRackauckas

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• get tests passing again

  ChrisRackauckas

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• output struct

  ChrisRackauckas

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• add differentiation tests

  ChrisRackauckas

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• Merge branch 'master' into agerlach/ExpectationProblem

  ChrisRackauckas

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• tests pass

  ChrisRackauckas

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