Top 17 stochastic-processes open source projects

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components

NMA Computational Neuroscience course

Gaussian processes in TensorFlow

Collection of notebooks about quantitative finance, with interactive python code.

Multifractal Detrended Fluctuation Analysis in Python

Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

R package for statistical inference using partially observed Markov processes

Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Booklet and exam of Artificial Intelligence Master Degree at Amirkabir University of technology.

Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry

Automating various decisions stochastically, starting with my current coin-based intermittent fasting and dice-based kettlebell.

PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)

🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

Piecewise Deterministic Markov Processes in Julia