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A Discrete Fourier Transform (DFT), a Fast Wavelet Transform (FWT), and a Wavelet Packet Transform (WPT) algorithm in 1-D, 2-D, and 3-D using normalized orthogonal (orthonormal) Haar, Coiflet, Daubechie, Legendre and normalized biorthognal wavelets in Java.
Source code of 'Deep transfer operator learning for partial differential equations under conditional shift'.
Official code for Continuous-Time Functional Diffusion Processes (NeurIPS 2023).
A refactored port and code rebuilt of JWave - Discrete Fourier Transform (DFT), Fast Wavelet Transform (FWT), Wavelet Packet Transform (WPT), some Shifting Wavelet Transform (SWT) by using orthogonal (orthonormal) wavelets like Haar, Daubechie, Coiflet, and other normalized bi-orthogonal wavelets.
Julia implementations of the Hilbert-Schmidt Independence Criterion (HSIC)
Python code for kernel inference - optimal estimation of covariance functions
Originally written to solve systems of integrodifferential equations via collocation method in an arbitrary number of variables. The current implementation of the method is based on a finite-dimensional orthogonal system of functions.
Harvard Spring 2020 Math 110 Vector Space Methods for ODEs (Christian Brennecke)
MMD and HSIC for non-stationary random processes
My PhD thesis: Regression modelling using priors depending on Fisher information covariance kernels (I-priors)
I have implemented a kalman filter from an existing paper that can predict and estimate the behavior of a noisy dynamic system. I have used kernel trick to compute some of the equations.
Flexible SVM framework implementation
QuantaPlus is a light C++ template library for quantum mechanics problems
Additive interaction modelling using I-priors
Support vector machines flexible framework
Homemade SVM dual problem solver