Projects in Awesome Lists by mschauer

https://github.com/mschauer/CausalInference.jl

Causal inference, graphical models and structure learning in Julia

causal-inference hacktoberfest julia

Last synced: 04 May 2025

https://github.com/mschauer/causalinference.jl

Causal inference, graphical models and structure learning in Julia

causal-inference hacktoberfest julia

Last synced: 25 Oct 2025

https://github.com/mschauer/bridge.jl

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

bayesian-inference brownian-motion diffusion diffusion-processes gamma-process julia levy-process mcmc ornstein-uhlenbeck sde simulating-diffusion-bridges stochastic-differential-equations vasicek

Last synced: 22 Aug 2025

https://github.com/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

bayesian-inference boomerang bouncy-particle-sampler markov-chain-monte-carlo pdmp probabilistic-programming zigzag

Last synced: 01 Feb 2026

https://github.com/mschauer/Kalman.jl

Flexible filtering and smoothing in Julia

filter kalman-filter kalman-smoother tracking

Last synced: 04 May 2025

https://github.com/mschauer/kalman.jl

Flexible filtering and smoothing in Julia

filter kalman-filter kalman-smoother tracking

Last synced: 19 Jul 2025

https://github.com/mschauer/mitosis.jl

Automatic probabilistic programming for scientific machine learning and dynamical models

graphical-models markov-processes probabilistic-programming

Last synced: 13 Jun 2025

https://github.com/mschauer/dynamiciterators.jl

Iterators with message passing and feedback loops

Last synced: 01 Mar 2025

https://github.com/mschauer/DynamicIterators.jl

Iterators with message passing and feedback loops

Last synced: 27 Mar 2025

https://github.com/mschauer/gaussiandistributions.jl

Gaussian distributions as state variables and for uncertainty quantification with Unitful

Last synced: 01 Mar 2025

https://github.com/mschauer/goldensequences.jl

Generalized golden sequences, a form of low discrepancy sequence or quasi random numbers

Last synced: 18 Oct 2025

https://github.com/mschauer/mitosisstochasticdiffeq.jl

Backward-filtering forward-guiding with StochasticDiffEq.jl

Last synced: 01 Mar 2025

https://github.com/mschauer/microstructurenoise.jl

Nonparametric Bayesian volatility learning under microstructure noise

microstructure volatility

Last synced: 30 Aug 2025

https://github.com/mschauer/pointprocessinference.jl

Statistical inference for Poisson Processes

Last synced: 13 Oct 2025

https://github.com/mschauer/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.

Last synced: 20 Jun 2025

https://github.com/mschauer/trajectories.jl

Maps from the line into spaces

Last synced: 01 Mar 2025

https://github.com/mschauer/bridgelandmarks.jl

Image analysis and stochastic processes on shape and landmark spaces.

Last synced: 13 Oct 2025

https://github.com/mschauer/bayesestdiffusion.jl

Code accompanying the paper Frank van der Meulen, Moritz Schauer: Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

Last synced: 26 Jul 2025