Reliability engineering toolkit for Python - https://reliability.readthedocs.io/en/latest/

By-hand code for models and algorithms. An update to the 'Miscellaneous-R-Code' repo.

David Mackay's book review and problem solvings and own python codes, mathematica files

This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

Gauss Naive Bayes in Python From Scratch.

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

A Python implementation of Naive Bayes from scratch.

Python+Rust implementation of the Probabilistic Principal Component Analysis model

A High Performance Unified Framework for Geostatistics on Manycore Systems.

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …

Slides and notebooks for my tutorial at PyData London 2018

🐙: Maximum likelihood model estimation using scipy.optimize

This repo contains code for GeoMLE intrinsic dimension estimation algorithm

Accucopy is a computational method that infers Allele-Specific Copy Number alterations from low-coverage low-purity tumor sequencing data.

Implementation of Neural Nets for Communications Channel Decoding using Log Likelihood Ratios

B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.

ExTrack MLE for diffusive noisy single-particle tracks

Fit multievent capture-recapture models in R (maximum-likelihood), Nimble and JAGS (Bayesian)

Python tools for working with the IceCube public data.

This repository has scripts and other files that are part of the lecture notes and assignments of the course "Advanced Statistical Inference" taught at FME, UPC Barcelonatech.