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1. causal_effect_estimation_using_nade causal_effect_estimation_using_nade Public

   Python 3

2. Math-book-solutions Math-book-solutions Public

   The solutions to several math books I work on in my free time

   TeX

3. Particle Markov chain Monte Carlo Particle Markov chain Monte Carlo

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   """ Short script showcasing a Particle Markov Chain Monte Carlo algorithm

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   A simple Particle MCMC algorithm using a basic set-up.

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   1) I use Kish's effective sample size > half of # particles as resampling rule.

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   2) I use the multinomial resampling as resampling function.

4. HMC.py HMC.py

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   """ Short script showcasing Hamiltonian Monte Carlo (HMC)

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   I used JAX as a backend to estimate the negative log posterior, 

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     and the gradients of it with respect to our parameters of interest.

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