Moritz Schauer (@mschauer)

Top 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

ZigZagBoomerang.jl

Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection
Julia
100
star
4

Kalman.jl

Flexible filtering and smoothing in Julia
Julia
74
star
5

Mitosis.jl

Automatic probabilistic programming for scientific machine learning and dynamical models
Julia
34
star
6

DynamicIterators.jl

Iterators with message passing and feedback loops
Julia
22
star
7

GaussianDistributions.jl

Gaussian distributions as state variables and for uncertainty quantification with Unitful
Julia
18
star
8

GoldenSequences.jl

Generalized golden sequences, a form of low discrepancy sequence or quasi random numbers
Julia
18
star
9

MitosisStochasticDiffEq.jl

Backward-filtering forward-guiding with StochasticDiffEq.jl
Julia
12
star
10

PointProcessInference.jl

Statistical inference for Poisson Processes
Julia
7
star
11

MicrostructureNoise.jl

Nonparametric Bayesian volatility learning under microstructure noise
Jupyter Notebook
7
star
12

Trajectories.jl

Maps from the line into spaces
Julia
6
star
13

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
14

BridgeLandmarks.jl

Image analysis and stochastic processes on shape and landmark spaces.
Julia
4
star
15

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
16

SDE.jl

This package is obsoleted by https://github.com/mschauer/Bridge.jl
Julia
3
star
17

nonparbayes

Tour through non-parametric Bayesian regression in Fourier domain using Julia https://mschauer.github.io/nonparbayes/
HTML
3
star
18

BridgeSPDE.jl

Stochastic partial differential equations with Bridge.jl
Julia
3
star
19

Gaussian-conditional-distributions

Community document on Gaussian conditional distributions (draft, LaTeX)
TeX
3
star
20

StructuresSeminar

Statistics for Structures Seminar
HTML
2
star
21

Schauder.jl

A graphical perspective on Gauss-Markov process priors and fast sparse Cholesky for hierarchically structured (generalized arrow) matrices
Julia
2
star
22

FingerTrees.jl

The persistent data structure Finger Tree in Julia
Julia
1
star