Bayesian Fast Linear algebra sUbspace eXtraction in JAX
Project description
BayesFlux
BayesFlux is a JAX Python package that provides Fast Linear algebra sUbspace eXtraction for Bayesian inverse problems build off randLAX.
Features
- Active Subspace for parameter dimension reduction
- Informative Output Subspace for data dimension reduction
Installation
You can install the package using pip:
pip install bayesflux
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