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A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
Causal inference, graphical models and structure learning with the PC algorithm.
Statistics for Structures Seminar
Flexible filtering and smoothing in Julia
Forked from JuliaDiffEq/BridgeDiffEq.jl
A thin wrapper over Bridge.jl to add it to the common interface
Nonparametric Bayesian volatility learning under microstructure noise
484 contributions in the last year
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