UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

Uncertainty treatment library

A library for discrete-time Markov chains analysis.

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

Python implementation of fractional brownian motion

Pieces of code that have appeared on my blog with a focus on stochastic simulations.

A tiny package to compute the dynamics of stochastic and molecular simulations

Numerical experiments with stochastic differential equations

DelaySSAToolkit.jl: a tool in Julia for stochastic simulation with delays

This code belongs to ACL conference paper entitled as "An Online Semantic-enhanced Dirichlet Model for Short Text Stream Clustering"

This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286

Simulation for deep reinforcement learning on stochastic time series

Model of propagating blobs in 1D and 2D

Geostatistical Inversion

CS 5291 Stochastic Process for Networking 2022 Course Materials

The Coastal version of the Stochastic Multcloud model

C++ implementation of the Structural Preferential Attachment network growth simulation

The code that powers my thesis

Minimalist Matlab implementation of a random process generation in one point