fmeulen

BayesianDecreasingDensity

Bayesian estimation for a decreasing density based on IID data

BDD

BDD: Bayesian Decompounding of Discrete distributions

Bffg_sde

backward filtering forward guiding for stochastic differential equations

Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

CS4070

Scripts for the course Multivariate Data Analysis (part 2) at Delft University of Technology

CurrentStatusContinuousMarks

Bayesian computation for the current status continuous marks model

DataFusion

Bayesian fusion of two measurements of a single signal

Examples

fmeulen.github.io

GuidedDAGExamples.jl

Julia code for examples in the paper "Automatic Backward Filtering Forward Guiding for Markov processes and graphical models" by Moritz Schauer and Frank van der Meulen

fmeulen/BayesianDecreasingDensity

Bayesian estimation for a decreasing density based on IID data

fmeulen/BDD

BDD: Bayesian Decompounding of Discrete distributions

fmeulen/Bffg_sde

backward filtering forward guiding for stochastic differential equations

fmeulen/DataFusion

Bayesian fusion of two measurements of a single signal

fmeulen/Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

fmeulen/CS4070

Scripts for the course Multivariate Data Analysis (part 2) at Delft University of Technology

fmeulen/CurrentStatusContinuousMarks

Bayesian computation for the current status continuous marks model

fmeulen/Examples

fmeulen/fmeulen.github.io

fmeulen/GuidedDAGExamples.jl

Julia code for examples in the paper "Automatic Backward Filtering Forward Guiding for Markov processes and graphical models" by Moritz Schauer and Frank van der Meulen

fmeulen/GuidingDiffusion.jl

Package for estimating partically observed diffusions

fmeulen/LatentMarkovQuest

fmeulen/ToyExample_BFFG

A toy example for the Backward Filtering Forward Guiding algorithm

fmeulen/WI4455

Scripts for course Statistical Inference at Delft University of Technology