There are 3 repositories under stochastic-process topic.
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
A library for discrete-time Markov chains analysis.
kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order
Python implementation of fractional brownian motion
Pieces of code that have appeared on my blog with a focus on stochastic simulations.
A tiny package to compute the dynamics of stochastic and molecular simulations
This code belongs to ACL conference paper entitled as "An Online Semantic-enhanced Dirichlet Model for Short Text Stream Clustering"
DelaySSAToolkit.jl: a tool in Julia for stochastic simulation with delays
This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286
Simulation for deep reinforcement learning on stochastic time series
The Coastal version of the Stochastic Multcloud model
The code that powers my thesis
Geostatistical Inversion
C++ implementation of the Structural Preferential Attachment network growth simulation
A multi agent dynamics application of lloyd's deployment algorithm bases on centroidal veronoi tesselations
Minimalist Matlab implementation of a random process generation in one point
The offcial implementation of the Moment Neural Network (MNN)
Basic discrete event simulation of a queuing system. This simulation can be used as a basis for most other types of discrete-event simulations. This version is an example that simulates a G/G/c queuing system.
CS 5291 Stochastic Process for Networking 2022 Course Materials
Jupyter notebooks and learning notes of weather derivatives
Repository for the final project for Procesos Estocásticos. S1.63.10
Учебные листы по 'Стохастическому анализу и его приложениях в машинном обучении'
Python scripts based on Dobrow's "Introduction to Stochastic Processes with R"
Variational Quantum Simulation of General Processes
Stochastic Processes: Basic Examples