SvenSerneels
Technology Director - Data Science Visiting faculty, Dept. of Mathematics, University of Antwerp.
Aspen TechnologyGreater Denver area
Pinned Repositories
bnn
Bayesian Neural Network in PyTorch
direpack
A Python 3 package for state-of-the-art statistical dimension reduction methods
mvskew
Multivariate skew distribution samplers
OptimalPortfolio
An open source library for portfolio optimisation
ppdire
Projection Pursuit Dimension Reduction (Python 3)
pycopula
Python copulas library for dependency modeling
spls
Julia Package for Sparse PLS regression
sprm
Sparse partial robust M regression
tripls_r
R package for trilinear partial least squares regression, including case specific prediction intervals
unisimpls
SvenSerneels's Repositories
SvenSerneels/direpack
A Python 3 package for state-of-the-art statistical dimension reduction methods
SvenSerneels/mvskew
Multivariate skew distribution samplers
SvenSerneels/ppdire
Projection Pursuit Dimension Reduction (Python 3)
SvenSerneels/sprm
Sparse partial robust M regression
SvenSerneels/OptimalPortfolio
An open source library for portfolio optimisation
SvenSerneels/pycopula
Python copulas library for dependency modeling
SvenSerneels/spls
Julia Package for Sparse PLS regression
SvenSerneels/tripls_r
R package for trilinear partial least squares regression, including case specific prediction intervals
SvenSerneels/unisimpls
SvenSerneels/bnn
Bayesian Neural Network in PyTorch
SvenSerneels/COVID-19
Novel Coronavirus (COVID-19) Cases, provided by JHU CSSE
SvenSerneels/eigengame
Pseudo code from https://arxiv.org/abs/2102.04152
SvenSerneels/estool
Evolution Strategies Tool
SvenSerneels/Midas.jl
Mixed Data Sampling (MIDAS) regressions in Julia
SvenSerneels/orquestra
SvenSerneels/ScikitLearn.jl
Julia implementation of the scikit-learn API https://cstjean.github.io/ScikitLearn.jl/dev/
SvenSerneels/SparseRegression
Code for Sparse regression: Scalable algorithms and empirical performance
SvenSerneels/SSVRegression
Open-source implementation of the Slowly Varying Regression under Sparsity framework.
SvenSerneels/statsmodels
Statsmodels: statistical modeling and econometrics in Python
SvenSerneels/SubsetSelection.jl
Fast Subset Selection algorithm for Statistics/Machine Learning
SvenSerneels/SubsetSelectionCIO.jl
Cutting-plane algorithm for exact cardinality-constrained regression
SvenSerneels/twoblock
Two-block simultaneous dimension reduction