Gradient-informed particle MCMC methods

Unbiased Markov chain Monte Carlo with couplings

Poisson Network Models

Flax is a neural network library for JAX that is designed for flexibility.

Hardware accelerated, batchable and differentiable optimizers in JAX.

Fast Monte Carlo computations leveraging the lazy evaluation (graph mode) of tensorflow.

Inference code for Llama models

Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/

Solutions to "Elements of Programming Interviews in Python: The Insiders' Guide"

Taylor moment expansion in Python (JaX and SymPy) and Matlab

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more

Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX s…

High perfomance big integer library for modern javascript application

Owl - OCaml Scientific Computing @ https://ocaml.xyz

Simple iterator abstract datatype, intended to iterate efficiently on collections while performing some transformations.

POT : Python Optimal Transport

Jane Street Capital's standard library overlay

C++ wrappers for SIMD intrinsics and parallelized, optimized mathematical functions (SSE, AVX, AVX512, NEON, SVE))

Sequential Monte Carlo in python

Making your benchmark of optimization algorithms simple and open

A high-performance algorithmic trading platform and event-driven backtester

My coding solution for the 30min G-Research challenge at the University of Cambridge 2022 (4th place)

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

An FT2 compatible music tracker

JavaScript Expression Parser

Torch implementation of neural style algorithm