ylefay

bayesianSDEsolver

Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.

high_dimensional_vector_autoregression

Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.

independent_component_analysis

Project done as part of the course on Probabilistic Graphical Models by Pierre Latouche and Pierre-Alexandre Mattei. JAX Implementation of the FastICA algorithm, a Newton's descent algorithm for linear ICA, and a Flax implementation of VAE for non-linear ICA.

NMT_SparqlDatalog

A NMT pipeline between english and Sparql/Datalog queries.

curriculum-vitae

exercices_mathematiques

exercices de mathématiques sup et spé, colles et exos classiques, Lycée Henri-IV 2018-2020.

pricing_fft_ensae

Implementation of the Carr-Madan formula for fast derivative pricing of European options.

unbiased_mcmc_with_couplings

Implementation of a coupled Metropolis-Hasting Algorithm in Jax. Project done as part of the Bayesian Machine Learning course by Rémi Bardenet and Julyan Arbel.

abelian_sandpile_ensae

A java implementation of the general abelian sandpile dynamic.

greenkhorn_apdamd

JAX implementation of the Greenkhorn and adaptive primal-dual accelerated mirror descent (APDAMD) Algorithms. Project done as part of the course on computional optimal transport by Gabriel Peyré.

hw_bayesian_gibbs_sampler

Project done as part of the course on Bayesian Statistics, Anna Simoni. Implementation of a block Gibbs sampler.

qp

Barrier methods for quadratic programs, project done as part of the course on Convex Optimization by Alexandre d'Aspremont. Written in JAX.

dotfiles

NeuroLang

Neurolang enables the analysis of NeuroImaging data through probabilistic logic programming. It seamlessly allow to combine, images, databases, and ontologies within a single framework.

nt_ot

Tours on OT. Course by Gabriel Peyré.

poisson_network_models

Poisson Network Models

polynomialBrownian

Numerical approximations for stochastic differential equations.

sqrt-parallel-smoothers

A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well as efficient gradient rules for computing gradients of required quantities (such as the pseudo-loglikelihood of the system).

time_series_mva_2023_2024

Projects and assignments done during the course of Laurent Oudre on time series. 1) Footstep classifier between healthy and non-healthy individuals using dynamic time warping (DTW) distance. 2) Orthogonal Matching Pursuit algorithm

world_population_projection

Bayesian world growth model