Numerical stabilization routines for determinant quantum Monte Carlo

Implementation of recombinator-k-means

Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.

System Identification toolbox for LTI systems, compatible with ControlSystems.jl

Hidden Markov Models for Julia.

Julia module for Detrended Cross-Correlation Analysis.

Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.

Causal, Higher-Order, Probabilistic Programming

Extreme value statistics in Julia

Probabilistic programming via source rewriting

Compositional data analysis in Julia

Probabilistic Programming with Gaussian processes in Julia

Basis Function Expansions for Julia

Utilities to read/write extended GSLIB files in Julia

Least-squares (sparse) spectral estimation and (sparse) LPV spectral decomposition.

Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Julia

BayesianNonparametrics in julia

Jackknife resampling and estimation in Julia

Bayesian inference with probabilistic programming.

Statistical Models with Regularization in Pure Julia

Time series implementation for the Julia language focused on efficiency and flexibility

Some nonnegative least squares solvers in Julia

MDPs and POMDPs in Julia - An interface for defining, solving, and simulating fully and partially observable Markov decision processes on discrete and continuous spaces.

Support tools for solving POMDPs

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

A Julia package for Gaussian Processes

Statistical bootstrap procedures for time-series data

An extensible framework for high-performance geostatistics in Julia

Training images for geostastical simulation

⚡ Lightning fast density estimation in Julia ⚡

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⚡ Single-pass algorithms for statistics ⚡

Bayesian multi-tensor factorization methods, with side information

Lasso/Elastic Net linear and generalized linear models

Generalized Sampling in Julia

Statistical bootstrapping library for Julia

LowRankModels.jl is a julia package for modeling and fitting generalized low rank models.

Bayesian Networks for Julia

A Julia package for manifold learning and nonlinear dimensionality reduction

Stan.jl illustrates the usage of the 'single method' packages, e.g. StanSample, StanOptimize, etc.