Course materials for Computational Statistics, PhD course at EMAp.

Class notes for the computational statistics class (Spanish), master in Data Science ITAM

Bayesian spatio-temporal methods for small-area estimation of HIV indicators (PhD, Imperial College London, 2023)

CE083 - Estatística Computacional I

Forward-backward conditional sampling

An introduction to computational statistics with examples and comparison to analytical methods

Algorithms and case studies for the paper "Accelerating delayed-acceptance Markov chain Monte Carlo algorithms".

Python implementation (from scratch) of some MCMC samplers that can leverage pyTorch's autodifferentiation (with examples).

Code for the nested Gaussian filters (NGFs), in particular, an implementation of an unscented Kalman filter (UKF) combined with a bank of extended Kalman filters (EKFs). Other algorithms are implemented to compare performance.

Computational Statistics, STAT525, 2020Spring, UIUC

Markov Chain Monte Carlo(MCMC), Approximate Bayesian Computation(ABC), Bayesian Synthetic Likelihood(BSL), Variational Inference(VI)

Bayesian parameter estimation of HMMs in Julia

Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.

Looking for the number of sticker packages one should buy in order to fully complete Panini's World Cup Album 2022.

Work done for the Fall 2018 class of Computational Statistics at ENSAE

🅰️ 🅱️ ©️ An Implementation of the ABC permutation test using R and C++ for Computational Statistics course CM0527

Computational Statistics

Monte Carlo (MC) Integration and simulations in R and Python

Extremely fast and scalable algorithms for phase-type distributions (including discrete, multivariate, rewarded, and time-inhomogeneous). Interface to both C and R

Repository hosting website for the Neural Networks reading group at the University of Bristol.