Moritz Schauer's repositories
CausalInference.jl
Causal inference, graphical models and structure learning in Julia
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
Mitosis.jl
Automatic probabilistic programming for scientific machine learning and dynamical models
DynamicIterators.jl
Iterators with message passing and feedback loops
MitosisStochasticDiffEq.jl
Backward-filtering forward-guiding with StochasticDiffEq.jl
MicrostructureNoise.jl
Nonparametric Bayesian volatility learning under microstructure noise
Gaussian-conditional-distributions
Community document on Gaussian conditional distributions (draft, LaTeX)
nonparbayes
Tour through non-parametric Bayesian regression in Fourier domain using Julia https://mschauer.github.io/nonparbayes/
StructuresSeminar
Statistics for Structures Seminar
BackwardFilteringSIR
Backward filtering for a SIR model
blog_posts
Blog posts
ChainRulesCore.jl
AD-backend agnostic system defining custom forward and reverse mode rules. This is the light weight core to allow you to define rules for your functions in your packages, without depending on any particular AD system.
Combinatorics.jl
A combinatorics library for Julia
FGES.jl
Implementation of the Fast Greedy Equivalence Search (FGES) algorithm
ges
Python implementation of the GES algorithm for causal discovery, from the 2002 paper "Optimal Structure Identification With Greedy Search" by David Maxwell Chickering.
juliadiffeq.github.io
The JuliaDiffEq Website
LaPreprint
📝 A nicely formatted LaTeX preprint template
LinearSolve.jl
LinearSolve.jl: High-Performance Unified Interface for Linear Solvers in Julia. Easily switch between factorization and Krylov methods, add preconditioners, and all in one interface.
LogarithmicNumbers.jl
A logarithmic number system for Julia.
logreg
Bayesian inference for a logistic regression model in various languages
ProgressMeter.jl
Progress meter for long-running computations