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1. bayesianSDEsolver bayesianSDEsolver Public

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

   Python 10

2. LSVI LSVI Public

   Variational inference for exponential family distributions as linear regression

   Jupyter Notebook 9 1

3. high_dimensional_vector_autoregression high_dimensional_vector_autoregression Public

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

   Jupyter Notebook 5 1

4. independent_component_analysis independent_component_analysis Public

   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 li…

   Python 3

5. unbiased_mcmc_with_couplings unbiased_mcmc_with_couplings Public

   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.

   Jupyter Notebook 1

6. world_population_projection world_population_projection Public

   Bayesian world growth model

   Jupyter Notebook