Moritz Schauer

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

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Causal inference, graphical models and structure learning in Julia

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

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Flexible filtering and smoothing in Julia

mschauer

Iterators with message passing and feedback loops

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Gaussian distributions as state variables and for uncertainty quantification with Unitful

mschauer

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

mschauer

Automatic probabilistic programming for scientific machine learning and dynamical models

mschauer