I am a Professor of Statistics at University of Jyväskylä, Department of Mathematics and Statistics. I am interested in computational statistics, applied probability, Monte Carlo methods and Bayesian inference. You can find most of my research codes here.
You can find more stuff on my home page and in my Google Scholar, arXiv and Mastodon profiles.
Implementation of some simple adaptive MCMC algorithms
Simple implementation of adaptive proposals within particle Markov chain Monte Carlo.
Julia 5
Adaptive tolerance ABC-MCMC with post-correction
Julia 1
Forked from awllee/SequentialMonteCarlo.jl
A light interface to serial and multi-threaded Sequential Monte Carlo
Julia
Source codes for "On resampling schemes for particle filters with weakly informative observations"
Julia