JamesBrofos

Odin

Algorithmic trading infrastructure in Python.

Odin-Securities

A master database of securities data for use with the Odin algorithmic trading platform.

Thor

A library for Bayesian optimization.

Iliad

Implementation of Hamiltonian Monte Carlo sampling methods in pure NumPy and SciPy.

Stein

A library for general Bayesian inference using Stein variational gradient descent.

Evaluating-the-Implicit-Midpoint-Integrator

Adaptive-Normalizing-Flow-Chains

Sif

A Library for inference with Gaussian processes.

Thor-Python-Client

Python client-side API for the Thor Bayesian optimization library.

Thor-Server

Thor server application to facilitate Bayesian optimizaton.

Thresholds-in-Hamiltonian-Monte-Carlo

An empirical analysis of the effect of the convergence threshold in RMHMC

Manifold-Dequantization

manopt

Manopt, a Matlab toolbox for optimization on manifolds

Odyssey

Implementations of baseline posteriors in Riemannian Manifold Hamiltonian Monte Carlo

pudl

The Public Utility Data Liberation Project provides analysis-ready energy system data to climate advocates, researchers, policymakers, and journalists.

scikit-sparse

Sparse matrix tools extending scipy.sparse, but with incompatible licenses

Thor-MATLAB-Client

MATLAB client-side API for the Thor Bayesian optimization library.

Thor-R-Client

R client-side API for the Thor Bayesian optimization library.