A Python-based toolbox of various methods in decision making, uncertainty quantification and statistical emulation: multi-fidelity, experimental design, Bayesian optimisation, Bayesian quadrature, etc.

Fast Bayesian optimization, quadrature, inference over arbitrary domain with GPU parallel acceleration

(NeurIPS 2022) Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

A toolbox for the calibration and evaluation of simulation models.

Official implementation of the AAAI 2021 paper Deep Bayesian Quadrature Policy Optimization.

Is there anything we can't make Bayesian?

Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature

An implementation of Bayesian Quadrature based on GPytorch

Code for the manuscript "A probabilistic diagnostic for Laplace approximations: Introduction and experimentation"

Probabilistic numerical integration framework: Bayesian Quadrature with Gaussian Process priors, classical quadrature rules, Monte Carlo methods, active sampling, and uncertainty quantification.

Sigma-Point Filters based on Bayesian Quadrature