4 open source projects by mschauer

Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection

Flexible filtering and smoothing in Julia

Automatic probabilistic programming for scientific machine learning and dynamical models

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