{"id":18014747,"url":"https://github.com/alisiahkoohi/kl-expansion","last_synced_at":"2025-04-04T15:13:58.474Z","repository":{"id":65663221,"uuid":"595278745","full_name":"alisiahkoohi/kl-expansion","owner":"alisiahkoohi","description":"Karhunen-Loève expansion for approximation in functions spaces","archived":false,"fork":false,"pushed_at":"2023-02-16T20:58:44.000Z","size":640,"stargazers_count":3,"open_issues_count":0,"forks_count":0,"subscribers_count":2,"default_branch":"main","last_synced_at":"2025-02-10T00:43:12.353Z","etag":null,"topics":["eigenfunctions","karhunen-loeve","stochastic-processes"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/alisiahkoohi.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2023-01-30T19:02:31.000Z","updated_at":"2024-10-21T10:54:27.000Z","dependencies_parsed_at":"2023-02-18T02:31:08.536Z","dependency_job_id":null,"html_url":"https://github.com/alisiahkoohi/kl-expansion","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/alisiahkoohi%2Fkl-expansion","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/alisiahkoohi%2Fkl-expansion/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/alisiahkoohi%2Fkl-expansion/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/alisiahkoohi%2Fkl-expansion/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/alisiahkoohi","download_url":"https://codeload.github.com/alisiahkoohi/kl-expansion/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":247198466,"owners_count":20900081,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["eigenfunctions","karhunen-loeve","stochastic-processes"],"created_at":"2024-10-30T04:10:49.398Z","updated_at":"2025-04-04T15:13:58.452Z","avatar_url":"https://github.com/alisiahkoohi.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"\u003ch1 align=\"center\"\u003eKarhunen-Loève expansion\u003c/h1\u003e\n\n\nPython implementation of the Karhunen-Loève expansion, with parallelism\nover the evaluation of the eigenfunctions, for approximating stochastic\nprocesses via a set of eigenfunctions. This is useful for separating the\nspace-time components of stochastic processes from their stochastic\ncomponents. The implementation is based on the following paper:\n\n```bibtex\n@inproceedings{\nphillips2022spectral,\ntitle={Spectral Diffusion Processes},\nauthor={Angus Phillips and Thomas Seror and Michael John Hutchinson \n    and Valentin De Bortoli and Arnaud Doucet and Emile Mathieu},\nbooktitle={NeurIPS 2022 Workshop on Score-Based Methods},\nyear={2022},\nurl={https://openreview.net/forum?id=bOmLb2i0W_h}\n}\n```\n\n![](plots/toy_example/eigenfunctions.png)\n![](plots/toy_example/kl_approximation.png)\n\n\n## Installation\n\nRun the commands below to install the required packages.\n\n```bash\ngit clone https://github.com/alisiahkoohi/kl-expansion\ncd kl-expansion/\nconda env create -f environment.yml\nconda activate klexp\npip install -e .\n```\n\nAfter the above steps, you can run the example scripts by just\nactivating the environment, i.e., `conda activate klexp`, the\nfollowing times.\n\n## Usage\n\nTo run the example scripts, you can use the following commands.\n\n```bash\npython scripts/kl-expansion-toy-example.py --x_range [-10,10] --M 20 --num_workers 8\n```\n## Questions\n\nPlease contact alisk@rice.edu for questions.\n\n## Author\n\nAli Siahkoohi and Lorenzo Baldassari","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Falisiahkoohi%2Fkl-expansion","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Falisiahkoohi%2Fkl-expansion","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Falisiahkoohi%2Fkl-expansion/lists"}