Mattias Villani's Projects
Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms
Course material for the PhD course in Advanced Bayesian Learning
A Julia package for estimating ARMA-GARCH models.
Home for the book-in-progress 'Bayesian Learning'
Bayesian Learning course at Stockholm University
Datasets for the course Bayesian Learning at SU and LIU.
Material for a guest lecture in Bayesian regression given yearly at KTH
Repo for creating binders to JuPyteR notebooks
Notebooks for the Bayesian Learning textbook.
Slides and codes for my lecture at the CEDAS-NORBIS 2023 Summer School in Bergen, Norway.
Julia wrapper for the NVIDIA cuDNN GPU deep learning library
Observable Framework Dashboard for the Bayesian Learning book
Material for my one-day tutorial at ESOBE2017
Relax! Flux is the ML library that doesn't make you tensor
Forward Mode Automatic Differentiation for Julia
Julia implementation of the Generalized Beta1 distribution - a four-parameter extension of the standard Beta distribution
R package for the HorseRule model.
The ultimate guide to distributed computing in Julia
Julia implementation of the logistic-beta distribution
R package for Mixed-Frequency Bayesian VARs
Machine Learning, 7.5 credits, a course that I have previously given at Department of Statistics at Stockholm University.
Archive of submitted papers that for some reason has not been submitted to arXiv.
Create plots in Julia using the PGFPlots LaTeX package
Polynomial matrices in Julia
Web page for the course Regressionsanalys 7.5 credits at Stockholm University