A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
OTHER License
Multi-language suite for high-performance solvers of differential equations and scientific machin...
FdeSolver.jl: A Julia package for the numerical solution of fractional differential equations (FD...
A Julia library of summation-by-parts (SBP) operators used in finite difference, Fourier pseudosp...
A Julia package for Flow-based sampling algorithm
Trixi.jl: Adaptive high-order numerical simulations of conservation laws in Julia
Fast inference for Gaussian processes in problems involving time. Partly built on results from ht...
An acausal modeling framework for automatically parallelized scientific machine learning (SciML) ...
A Julia framework for invertible neural networks
Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.
MarSwitching.jl: Julia package for Markov switching dynamic models
Darcy flow and reservoir simulator based on Jutul.jl
Distributed MCMC Inference in Dirichlet Process Mixture Models (High Performance Machine Learning...
A unified interface for simulating and evaluating sequential sampling models in Julia.
A hybrid sampler for the Pólya-Gamma distribution in Julia, implementing multiple algorithms for ...
Computing reachable states of dynamical systems in Julia