Implementation of variational Bayes inference algorithms

Interpolation and related operations on grids

A Julia library of summation-by-parts (SBP) operators used in finite difference, Fourier pseudospectral, continuous Galerkin, and discontinuous Galerkin methods to get provably stable semidiscretizations, paying special attention to boundary conditions.

Utilities for testing custom AD primitives.

A few preconditioners for iterative solvers.

Julia versions of the CompEcon routines by Miranda and Fackler.

Multidimensional grid interpolation in arbitrary dimensions

A fully `Distributions.jl`-compliant copula package

Static numbers in Julia

Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD

Implementation of a Partial Least Squares Regressor

A common framework for implementing and using log densities for inference.

A collection of functionality around rooted trees to generate order conditions for Runge-Kutta methods in Julia for differential equations and scientific machine learning (SciML)

Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...

A Julia package for generating timeseries surrogates

Implementations of single and multi-ellipsoid nested sampling

B-splines and linear approximators in multiple dimensions for Julia

Julia implementation of EXPOKIT routines

Approximate Minimum Degree Ordering in Julia

Linear symbolic expressions for the Julia language

Lightweight wrapper to declare that a vector is sorted.

A Julia wrapper for the DOPRI5 and DOP853 integrators.

Compute exact simplex intersections in N dimensions.

Interpolate data with known discontinuities

Julia wrapper of the Fortran library for efficiently solving structured matrix eigenvalue problems using unitary core transformations