Efficient ASCII style THREE.js "renderer"

Plot MCMC chains with Makie.jl.

Bayesian inference with probabilistic programming.

Sequential Monte Carlo in python

Python wrapper for Intel Math Kernel Library (MKL) matrix multiplication

A domain-specific probabilistic programming language for reasoning about reasoning

Implementation of a language-level autograd compiler

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

Filter design, periodograms, window functions, and other digital signal processing functionality

A unified framework to solve and analyze heterogeneous-agent macro models.

Macros and functions to work with DSGE models.

Research package for automatic differentiation of programs containing discrete randomness.

Download a Spotify playlist through Youtube

Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms