• Stars
    star
    100
  • Rank 340,703 (Top 7 %)
  • Language
    Julia
  • License
    MIT License
  • Created over 4 years ago
  • Updated about 2 years ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection

More Repositories

1

CausalInference.jl

Causal inference, graphical models and structure learning in Julia
Julia
189
star
2

Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
Jupyter Notebook
111
star
3

Kalman.jl

Flexible filtering and smoothing in Julia
Julia
74
star
4

Mitosis.jl

Automatic probabilistic programming for scientific machine learning and dynamical models
Julia
34
star
5

DynamicIterators.jl

Iterators with message passing and feedback loops
Julia
22
star
6

GaussianDistributions.jl

Gaussian distributions as state variables and for uncertainty quantification with Unitful
Julia
18
star
7

GoldenSequences.jl

Generalized golden sequences, a form of low discrepancy sequence or quasi random numbers
Julia
18
star
8

MitosisStochasticDiffEq.jl

Backward-filtering forward-guiding with StochasticDiffEq.jl
Julia
12
star
9

PointProcessInference.jl

Statistical inference for Poisson Processes
Julia
7
star
10

MicrostructureNoise.jl

Nonparametric Bayesian volatility learning under microstructure noise
Jupyter Notebook
7
star
11

Trajectories.jl

Maps from the line into spaces
Julia
6
star
12

IDRsSolver.jl

++ incorporated into https://github.com/JuliaLang/IterativeSolvers.jl ++ Induced Dimension Reduction method IDR(s) for solving general non-symmetric linear equations using a Krylov method, for example ordinary linear equations or Sylvester and Stein equations.
Julia
6
star
13

BridgeLandmarks.jl

Image analysis and stochastic processes on shape and landmark spaces.
Julia
4
star
14

BayesEstDiffusion.jl

Code accompanying the paper Frank van der Meulen, Moritz Schauer: Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
Julia
4
star
15

SDE.jl

This package is obsoleted by https://github.com/mschauer/Bridge.jl
Julia
3
star
16

nonparbayes

Tour through non-parametric Bayesian regression in Fourier domain using Julia https://mschauer.github.io/nonparbayes/
HTML
3
star
17

BridgeSPDE.jl

Stochastic partial differential equations with Bridge.jl
Julia
3
star
18

Gaussian-conditional-distributions

Community document on Gaussian conditional distributions (draft, LaTeX)
TeX
3
star
19

StructuresSeminar

Statistics for Structures Seminar
HTML
2
star
20

Schauder.jl

A graphical perspective on Gauss-Markov process priors and fast sparse Cholesky for hierarchically structured (generalized arrow) matrices
Julia
2
star
21

FingerTrees.jl

The persistent data structure Finger Tree in Julia
Julia
1
star