Sebastiano Grazzi's repositories
PDMPSampler
Non-reversible continuous MCMCs based on Piecewise-Deterministic Markov Processes
ZZDiffusionBridge
ZigZag sampler for diffusion bridge
Bridge.jl
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
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BridgeSDEInference.jl
Inference for diffusion processes with the use of `Guided Proposals`
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hard-sphere-model
Outputs of MCMC algorithms for the hard-sphere model presented in the PhD thesis: "Design and applications of Monte Carlo methods based on piecewise deterministic Markov processes", Sebastiano Grazzi Sept 2022
julia-NotepadPlusPlus
Julia language support for Notepad++
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ZigZagBoomerang.jl
ZigZag, Boomerang and assorted piecewise deterministic Markov processes for MCMC