Causal Inference using Gaussian Processes with Structured Latent Confounders. Estimate treatment effects with Gaussian processes.

A Julia package for Gaussian Processes

Gaussian Processes for MLJ

Probabilistic Programming with Gaussian processes in Julia

Abstract types and methods for Gaussian Processes.

Plots of Gaussian processes with AbstractGPs and Makie

Julia implementation of computation-aware Gaussian Processes

A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.

Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt21a.html

Interface for fitting Gaussian processes

Provides likelihood functions for Gaussian Processes.

Power spectrum inference of irregularly sampled time series using Gaussian Processes in Julia

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

Gaussian Process package based on data augmentation, sparsity and natural gradients

BOSS (Bayesian Optimization with Semiparametric Surrogate)

A flexible toolkit for simulation based inference in Julia

Hyperparameter optimization algorithms for use in the MLJ machine learning framework

A Julia package for Whittle and debiased Whittle likelihood inference.

Lazy, structured, and efficient operations with kernel matrices.

Provide all functions needed to work with augmented likelihoods (conditionally conjugate with Gaussians)

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Multivariate, linear combinations of GPs and their derivatives

Is there anything we can't make Bayesian?

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BayesianNonparametricStatistics.jl, a Julia package for sampling from a nonparametric posterior with observations of an SDE

Flexible filtering and smoothing in Julia

Lightweight Julia package to create loading matrices for factor analysis

A julia package to compute Gittins Indices for Multi Armed Bandits

Julia Package for Financial Monte Carlo Simulations

Tools for the design and characterisation of thin-films written in Julia.

Package for writing high-level code for parallel high-performance stencil computations that can be deployed on both GPUs and CPUs

Simulation of Brownian-Based Stochastic Processes

Vecchia approximations for Gaussian log-likelihoods

Robust implementation for random-walk Metropolis-Hastings algorithms

Systematic way of defining observation schemes for stochastic processes

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A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems

3D multi-source electromagnetic simulations in frequency domain, implementing the augmented partial factorization (APF) and other methods.

Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection

Quantlib implementation in pure Julia