Stars
Simulation studies and real-world applications for the paper "Scalable Computations for Generalized Mixed Effects Models with Crossed Random Effects Using Krylov Subspace Methods"
Software implementations of engression by Shen and Meinshausen (2023)
The best repository showing why transformers might not be the answer for time series forecasting and showcasing the best SOTA non transformer models.
Modern C++ Programming Course (C++03/11/14/17/20/23/26)
This repository contains the R code for the simulations in the paper "Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models".
state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations
SuiteSparse: a suite of sparse matrix packages by @DrTimothyAldenDavis et al. with native CMake support
A header-only C++ library for L-BFGS and L-BFGS-B algorithms
Read-only mirror of R source code from https://svn.r-project.org/R/, updated hourly. See the build instructions on the wiki page.
A header-only C++ library for large scale eigenvalue problems
MWE for using the Eigen library in CUDA kernels
The R package varycoef implements Gaussian processes spatially varying coefficient models.
Regression datasets from the UCI repository with standardized test-train splits.
OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templates