simsurace / FeedbackParticleFilters.jl Star 12 Code Issues Pull requests A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems feedback particle-filter bayesian-inference stochastic-processes numerical-algorithms conditional-probability assimilation filtering-algorithm diffusions feedback-particle-filters Updated Mar 17, 2023 Julia
thiery-lab / manifold-mcmc-for-diffusions Star 10 Code Issues Pull requests Code accompanying the paper 'Manifold MCMC methods for Bayesian inference in a wide class of diffusion models' sde mcmc hmc diffusions Updated Aug 11, 2023 Jupyter Notebook
jasonharris438 / stochastic-models Star 1 Code Issues Pull requests Discussions C++ implementation of statistics tools for stochastic models. cmake cpp optimization stochastic-processes diffusions Updated Apr 6, 2023 C++