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1. high_dimensional_vector_autoregression high_dimensional_vector_autoregression Public

   Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.

   Jupyter Notebook 2 1

2. bayesianSDEsolver bayesianSDEsolver Public

   Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.

   Python 7

3. independent_component_analysis independent_component_analysis Public

   Project done as part of the course on Probabilistic Graphical Models by Pierre Latouche and Pierre-Alexandre Mattei. JAX Implementation of the FastICA algorithm, a Newton's descent algorithm for li…

   Python 2

4. qp qp Public

   Barrier methods for quadratic programs, project done as part of the course on Convex Optimization by Alexandre d'Aspremont. Written in JAX.

   Python

5. unbiased_mcmc_with_couplings unbiased_mcmc_with_couplings Public

   Implementation of a coupled Metropolis-Hasting Algorithm in Jax. Project done as part of the Bayesian Machine Learning course by Rémi Bardenet and Julyan Arbel.

   Jupyter Notebook 1

6. greenkhorn_apdamd greenkhorn_apdamd Public

   JAX implementation of the Greenkhorn and adaptive primal-dual accelerated mirror descent (APDAMD) Algorithms. Project done as part of the course on computional optimal transport by Gabriel Peyré.

   Jupyter Notebook