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

CS 5291 Stochastic Process for Networking 2022 Course Materials

Geostatistical Inversion

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

The code that powers my thesis

The Coastal version of the Stochastic Multcloud model

Minimalist Matlab implementation of a random process generation in one point