Tools for Stochastic Simulation using diffusion models (R).

Neural quantum states in Julia

Machine learning algorithms for many-body quantum systems

Reinforcement Learning Short Course

Author's implementation of SIGGRAPH 2024 paper, "Velocity-Based Monte Carlo Fluids"

state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations

Various algorithms, without explanation of their work

My Python learning experience 📚🖥📳📴💻🖱✏

Theories and code related to Deep learning topics involved in Reinforcement learning

Minimax AI, a game with Monte-Carlo methods using Arduino

EMRI_MC is a GPU-based Python code for Bayesian inference of EMRI gravitational waveforms, including cosmological propagation effects. Online publication is here: https://arxiv.org/abs/2311.17174

A highly modular simulation framework of Monte-Carlo methods, based on the Ising Model in a 2D spin lattice. Producing results for the macroscopic properties of the system via simulation and bootstrapping. A few commonly used algorithms are built-in. Model generalizations and additional algorithms can be implemented.

Financial Engineering in IRFX in C++

Collection of notebooks about quantitative finance, with interactive python code.

State estimation, smoothing and parameter estimation using Kalman and particle filters.

Implementation of Hierarchical Control for Head-to-Head Autonomous Racing paper

Robust estimations from distribution structures: III. Non-asymptotic

An R package for running and presenting Monte Carlo simulations

Fundamental principles of Monte Carlo modelling and photon-matter interactions.