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Achievement: QuickdrawAchievement: StarstruckAchievement: Pair ExtraordinaireAchievement: Pull Sharkx2Achievement: Arctic Code Vault Contributor
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AdrienCorenflos/README.md

Hi there!

I am Adrien, a late-starting French PhD student, formerly quantitative researcher, clocking 32 full rotations around the 🌞. Technically, I make a living by computing integrals, hard ones, but integrals nonetheless.

OK, OK, but what do you really do?

I'm generally interested in inference in state-space models. Typically with a flavour of Monte Carlo, and/or parallelisation. See my Google Scholar profile. As part of this, I also contribute some personal code, and to some open-source libraries. Regarding the latter, I am mostly contributing to BlackJax at present.

Where can I find you?

  • Twitter.
  • Email: typically if you have math/academic questions.
  • Github issue: on the repo of your choice.
  • Foraging 🍄: if you are in Finland in Autumn.

Pinned

  1. aux-ssm-samplers aux-ssm-samplers Public

    Auxiliary Kalman and particle Gibbs samplers for Feynman-Kac (state-space) models.

    Python 8 1

  2. JTT94/filterflow JTT94/filterflow Public

    Extensible Tensorflow library for differentiable particle filtering. ICML 2021.

    Jupyter Notebook 39 4

  3. parallel-ps parallel-ps Public

    Python 6 1

  4. EEA-sensors/sqrt-parallel-smoothers EEA-sensors/sqrt-parallel-smoothers Public

    A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well a…

    Jupyter Notebook 11 4

  5. parallel-Hilbert parallel-Hilbert Public

    JAX implementation of Hilbert sorting

    Python 1 1

  6. coupled_rejection_sampling coupled_rejection_sampling Public

    Coupled Rejection Sampler

    Python 3 1