Sebastiano Grazzi's starred repositories
ZigZagBoomerang.jl
Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection
GaussianDistributions.jl
Gaussian distributions as state variables and for uncertainty quantification with Unitful
GuidedProposals.jl
Implementation of Guided Proposals (introduced by M Schauer, F van der Meulen, H van Zanten)
DiffusionDefinition.jl
Structured way of defining diffusion processes
BridgeSDEInference.jl
Inference for diffusion processes with the use of `Guided Proposals`
Schauder.jl
A graphical perspective on Gauss-Markov process priors and fast sparse Cholesky for hierarchically structured (generalized arrow) matrices