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Moritz Schauer's Projects

advancedmh.jl icon advancedmh.jl

Robust implementation for random-walk Metropolis-Hastings algorithms

arxiv-style icon arxiv-style

A Latex style and template for paper preprints (based on NIPS style)

basebenchmarks.jl icon basebenchmarks.jl

A collection of Julia benchmarks available for CI tracking from the JuliaLang/julia repository

bayesestdiffusion.jl icon bayesestdiffusion.jl

Code accompanying the paper Frank van der Meulen, Moritz Schauer: Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

bridge.jl icon bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

chainrulescore.jl icon 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.

chirho icon chirho

An experimental language for causal reasoning

colprac icon colprac

Contributor's Guide on Collaborative Practices for Community Packages

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