lcqfly

lcqfly's Stars

• rlabbe/Kalman-and-Bayesian-Filters-in-Python

  Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

  Language:Jupyter Notebook16.4k4633224.1k

• rlabbe/filterpy

  Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

  Language:Python3.3k76226615

• uncertainty-toolbox/uncertainty-toolbox

  Uncertainty Toolbox: a Python toolbox for predictive uncertainty quantification, calibration, metrics, and visualization

  Language:Python1.8k3434128

• mavillan/py-hausdorff

  Fast computation of Hausdorff distance in Python

  Language:Python24741534

• PredictiveScienceLab/uq-course

  Introduction to Uncertainty Quantification

  Language:Jupyter Notebook234231105

• pygpc-polynomial-chaos/pygpc

  A Sensitivity and uncertainty analysis toolbox for Python based on the generalized polynomial chaos method

  Language:Jupyter Notebook722322

• cossan-working-group/OpenCossan

  OpenCossan is an open and free toolbox for uncertainty quantification and management.

  Language:MATLAB4992616

• tyliu22/Fractional-Kalman-filter-algorithms

  fractional Kalman filter algorithms source code for SISO fractional order systems, including: fractional extended Kalman filter (FEKF), fractional central Kalman filter (FCDKF), fractional unscented Kalman filter (FUKF) and fractional particle filter (FPF)

  Language:MATLAB26308

• dmitriy-kats/LevelSetSwirlFEMandFVM

  Level set modeling of multi-phase flow in a velocity field using the finite element and finite volume methods

  Language:MATLAB250110

• Genesis2011/Fractional-Order_Differential_Equations

  分数阶微分方程实例求解

  Language:Matlab18116

• davidnsousa/mcsd

  MATLAB/Octave tool for Monte-Carlo simulations of diffusion in biological tissues

  Language:MATLAB172148

• galenwilkerson/statistical-mechanics

  Jupyter Notebooks of Leonard Susskind's Statistical Mechanics lectures

  Language:Jupyter Notebook171011

• jgomezdans/eoldas

  An Earth Observation Land Data Assimilation System (EO-LDAS)

  Language:Python162211

• Ivan-LIEBGOTT/Livre_2018a_English

  Book 2018a English

  Language:MATLAB139

• magudelo/DataAssimilationToolboxMatlab

  Language:MATLAB10104

• Svdvoort/OpenPC

  An open source multi-element generalized polynomial chaos toolbox for matlab

  Language:MATLAB9016

• Andrewpensoneault/Lorenz_63_Stochastic_Galerkin_EnKF

  PCE-EnKF base on Dongbin Xiu's paper "A Generalized Polynomial Chaos Based Ensemble Kalman Filter"

  Language:MATLAB7202

• ifgovh/Anomalous-diffusion-dynamics-of-SGD

  code for paper "Anomalous diffusion dynamics of learning in deep neural networks"

  Language:MATLAB5100

• zhouyifan233/Split-Merge-MCMC-for-Gaussian-Mixture-Model.matlab

  A matlab implementation of "A Split-Merge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model"

  Language:MATLAB5101

• behzadasd/Open-Channel-Hydraulics-GUI

  Open Channel Flow Hydraulics tool with PSO Solver and Graphical User Interface

  Language:MATLAB4201

• hammouc/Parametric_Uncertainty_Quantification_option_pricing

  This repository includes Matlab codes/routines that were used in my Bachelor thesis entitled "Numerical Methods For Uncertainty Quantification In Option Pricing" that can be found in: https://www.researchgate.net/publication/330005261_Numerical_Methods_For_Uncertainty_Quantification_In_Option_Pricing.

  Language:MATLAB4301

• harshravishukla/LDI

  These codes are used to test the leakage detection index method on a buried pipeline.

  Language:MATLAB32

• mscipio/MATLABtools___nbin_mu

  Negative Binomial Distribution: update of the Matlab functions related to NBin distribution so that it can be defined with respect to mu (mean) and alpha (dispersion) parameters

  Language:MATLAB3201

• suryakiranmg/Stochastic-Simulations-Proj8-Markov-Chain-Monte-Carlo-Optimisation-Minimum-path

  Stratification and importance sampling in Monte Carlo Estimation Simulation, Gibbs Sampling, Optimisation using Schwefel fuction - global minimum using simulated annealing, Simulation using exponential, polynomial and logarithmic colling schedule, Simulated annealing simulation to determine a minimal path between 48 US state capitals by road beginning from Sacramento, California.

  Language:Matlab3101

• UNSW-CEEM/MC-ELECT

  MC-ELECT (Monte Carlo Electricity Generation Portfolio Assessment Tool)

  Language:MATLAB2200

• Andrewpensoneault/EKF-Parameter-Estimation

  Extended Kalman Filter (Currently only contains OLS for Lotka–Volterra equation ODE)

  Language:Matlab1201

• AnnGareeva/Monte-Carlo-Simulation-

  Monte­‐Carlo Simulation Generate distribution of 0.01 quantile (1% percentile) of 10-­‐days overlapping proportional returns obtained from the 3-­‐years timeseries (750 observations) of 1-­‐day returns. Original timeseries is generated using stable distribution with the following parameters: alpha = 1.7; beta = 0.0; gamma = 1.0; delta = 1.0. Show, either numerically or theoretically, that the chosen number of Monte-­‐ Carlo trials is sufficient. Requirements: The task must be solved in R. Program code should be clearly written and well commented. Code must be presented along with report comprising all necessary mathematical expressions, description of results and conclusions. Hint: 1-­‐day returns: r1 = Pi+1 − Pii P , i=1…751 i and Pi is price at i-­‐th day. n-­‐days returns: rni = Pi+n − Pi P i

  Language:Python1200

• awetscherek/bloodMC

  Monte Carlo simulation for diffusion in blood

  Language:MATLAB1100

• ICHydro/MCAT

  Monte-Carlo Analysis Toolbox

  Language:MATLAB1411

• PunnagC/Structural-Analysis-with-Transfer-Matrix-Method

  Structural analysis functions required for Transfer matrix Method Implementation

  Language:MATLAB1