Moritz Schauer's repositories
CausalInference.jl
Causal inference, graphical models and structure learning in Julia
Mitosis.jl
Automatic probabilistic programming for scientific machine learning and dynamical models
Gaussian-conditional-distributions
Community document on Gaussian conditional distributions (draft, LaTeX)
StructuresSeminar
Statistics for Structures Seminar
MicrostructureNoise.jl
Nonparametric Bayesian volatility learning under microstructure noise
MitosisStochasticDiffEq.jl
Backward-filtering forward-guiding with StochasticDiffEq.jl
LogarithmicNumbers.jl
A logarithmic number system for Julia.
chirho
An experimental language for causal reasoning
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.
nonparbayes
Tour through non-parametric Bayesian regression in Fourier domain using Julia https://mschauer.github.io/nonparbayes/
BackwardFilteringSIR
Backward filtering for a SIR model
juliadiffeq.github.io
The JuliaDiffEq Website
FGES.jl
Implementation of the Fast Greedy Equivalence Search (FGES) algorithm
ProgressMeter.jl
Progress meter for long-running computations
LaPreprint
📝 A nicely formatted LaTeX preprint template
blog_posts
Blog posts
DynamicIterators.jl
Iterators with message passing and feedback loops
Graphs.jl
An optimized graphs package for the Julia programming language
julia
The Julia Language: A fresh approach to technical computing.
ges
Python implementation of the GES algorithm for causal discovery, from the 2002 paper "Optimal Structure Identification With Greedy Search" by David Maxwell Chickering.
Combinatorics.jl
A combinatorics library for Julia
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.
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
logreg
Bayesian inference for a logistic regression model in various languages