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  1. bayesian_parameter_estimation bayesian_parameter_estimation Public

    Markov Chain Monte Carlo (MCMC) Bayesian parameter estimation using pymc3.

    Jupyter Notebook 1 2

  2. nonlinear_dynamics nonlinear_dynamics Public

    Codes for analyzing and visualizing nonlinear dynamical systems. Based on the systems in the textbook by S. Strogatz.

    Python 1

  3. time_domain_signal_variance time_domain_signal_variance Public

    Code and explanation of Allan variance applied to time series data.

    Jupyter Notebook 1

  4. box-jenkins_method box-jenkins_method Public

    Box-Jenkins model identification method applied to the S&P 500.

    Jupyter Notebook

  5. free_energy_principle free_energy_principle Public

    Simulation code and detailed exposition of the free energy princple (FEP).

    Jupyter Notebook 7 1

  6. markov_decision_processes markov_decision_processes Public

    Implementations of several solution methods for Markov decision processes (MDPs).

    Jupyter Notebook 1 1