Code underlying the publication: Guided filtering and smoothing for infinite-dimensional diffusions

Code to run the experiments in Pieper-Sethmacher et al. (2025) Guided filtering and smoothing for infinite-dimensional diffusions, arXiv preprint, arXiv:2507.06786.The Julia source code, GuidedFiltering.jl and GuidedSmoothing.jl, implement Algorithms 1&2 and Algorithm 5. Executing the driver files in the experiments folders runs the experiments of examples in section 5.2 and 5.3 of the article.