Pinned Repositories
StochasticAD.jl
Research package for automatic differentiation of programs containing discrete randomness.
Bridge.jl
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
CausalInference.jl
Causal inference, graphical models and structure learning in Julia
DynamicIterators.jl
Iterators with message passing and feedback loops
GaussianDistributions.jl
Gaussian distributions as state variables and for uncertainty quantification with Unitful
GoldenSequences.jl
Generalized golden sequences, a form of low discrepancy sequence or quasi random numbers
Kalman.jl
Flexible filtering and smoothing in Julia
MicrostructureNoise.jl
Nonparametric Bayesian volatility learning under microstructure noise
Mitosis.jl
Automatic probabilistic programming for scientific machine learning and dynamical models
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
mschauer's Repositories
mschauer/CausalInference.jl
Causal inference, graphical models and structure learning in Julia
mschauer/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
mschauer/Kalman.jl
Flexible filtering and smoothing in Julia
mschauer/Mitosis.jl
Automatic probabilistic programming for scientific machine learning and dynamical models
mschauer/DynamicIterators.jl
Iterators with message passing and feedback loops
mschauer/MitosisStochasticDiffEq.jl
Backward-filtering forward-guiding with StochasticDiffEq.jl
mschauer/MicrostructureNoise.jl
Nonparametric Bayesian volatility learning under microstructure noise
mschauer/Gaussian-conditional-distributions
Community document on Gaussian conditional distributions (draft, LaTeX)
mschauer/nonparbayes
Tour through non-parametric Bayesian regression in Fourier domain using Julia https://mschauer.github.io/nonparbayes/
mschauer/StructuresSeminar
Statistics for Structures Seminar
mschauer/BackwardFilteringSIR
Backward filtering for a SIR model
mschauer/blog_posts
Blog posts
mschauer/ChainRulesCore.jl
AD-backend agnostic system defining custom forward and reverse mode rules. This is the light weight core to allow you to define rules for your functions in your packages, without depending on any particular AD system.
mschauer/chirho
An experimental language for causal reasoning
mschauer/Combinatorics.jl
A combinatorics library for Julia
mschauer/FGES.jl
Implementation of the Fast Greedy Equivalence Search (FGES) algorithm
mschauer/ges
Python implementation of the GES algorithm for causal discovery, from the 2002 paper "Optimal Structure Identification With Greedy Search" by David Maxwell Chickering.
mschauer/Graphs.jl
An optimized graphs package for the Julia programming language
mschauer/GuiSDE.jl
Guided smoothing and control for diffusion processes
mschauer/julia
The Julia Language: A fresh approach to technical computing.
mschauer/juliadiffeq.github.io
The JuliaDiffEq Website
mschauer/LaPreprint
📝 A nicely formatted LaTeX preprint template
mschauer/LinearSolve.jl
LinearSolve.jl: High-Performance Unified Interface for Linear Solvers in Julia. Easily switch between factorization and Krylov methods, add preconditioners, and all in one interface.
mschauer/LogarithmicNumbers.jl
A logarithmic number system for Julia.
mschauer/mschauer.github.io
mschauer/PosteriorDB.jl
mschauer/ProgressMeter.jl
Progress meter for long-running computations
mschauer/psychic-octo-invention
mschauer/StochasticAD.jl
mschauer/test-repo