JuliaDiffusionBayes
A suite of Julia packages providing efficient and intuitive tools for performing Bayesian inference for diffusion processes.
More …Upcoming paper: Bounds on the computational cost of blocking
This is joint work with Paul Jenkins, Murray Pollock and Gareth Roberts
More …ObservationSchemes.jl
More …A Julia package that provides tools for defining observation schemes for stochastic processes in a systematic manner.
GuidedProposals.jl
More …A Julia package for efficient sampling of conditioned diffusions.
DiffusionDefinition.jl
More …A Julia package that makes it easy to define diffusion processes and sample from their laws.