E's repositories
PetersburgParadox
The St. Petersburg Casino Paradox, illustrated in various programming languages.
petsc_rbffd
RBF-FD algorithm implemented in C, with math done by PETSc.
cr-hmc
Performs Hamiltonian Monte Carlo on the p-Stokes Problem with CRIKit and PyMC3
crikit-loss-experiment
An experiment using CRIKit to determine if the L^2 or sliced quadratic Wasserstein distance is more appropriate for PDE-constriained inverse problems
DNN-demo
A DNN written in C++, with linear algebra done with Eigen
NLTS
A C++ library for non-linear time series, built on PETSc.
4DVAR
4DVAR with PETSc and TAO
autodiff
Toy implementation of dual numbers and automatic differentiation in C++
benchmarks
simple benchmarks for new machines
bits
Useful general-purpose C++20 classes, including a logger
COVID-ODE
ODE-based epidemiological models for COVID-19, built with PETSc.
firedancer
Firedancer is Jump Crypto's Solana consensus node implementation.
FluTE
Agent-based influenza epidemic model
libCEED
CEED Library: Code for Efficient Extensible Discretizations
LinearSolvers
Linear solvers, including Iteratively Reweighted Least Squares for L1 regression
MarkovChains
A C++17 Markov chain/MCMC library. Contains implementation of common discrete-time Markov chain objects and functions, like finding communicating classes and stationary distributions, as well as MCMC methods (in particular, Coupling From The Past and Perfect Independent Metropolis Hastings perfect sampling).
odeint
Fast ODE integrators, particularly Runge-Kutta methods, written in C++.
project_euler
My Project Euler problem attempts, using only C++ templates to the extent possible
pyadjoint
The algorithmic differentation tool pyadjoint and add-ons.
pytex
A Python library to write LaTeX documents
Rust-AD
An automatic differentiation library written in Rust
tensorflow
An Open Source Machine Learning Framework for Everyone