Pinned

1. Bridge.jl

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

   Jupyter Notebook 82 17

2. CausalInference.jl

   Causal inference, graphical models and structure learning with the PC algorithm.

   Julia 66 17

3. Kalman.jl

   Flexible filtering and smoothing in Julia

   Julia 43 10

4. MicrostructureNoise.jl

   Nonparametric Bayesian volatility learning under microstructure noise

   Jupyter Notebook 2 2

5. 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

   Julia 43 3

6. Mitosis.jl

   Automatic probabilistic programming for scientific machine learning and dynamical models

   Julia 27 3