Search Results for "stochastic processes"
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Showing 5 open source projects for "stochastic processes"
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DiffOpt.jl
Differentiating convex optimization programs w.r.t. program parameters
...With the help of automatic differentiation, differentiable optimization can have a significant impact on creating end-to-end differentiable systems to model neural networks, stochastic processes, or a game. -
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Bridge.jl
A statistical toolbox for diffusion processes
Statistics and stochastic calculus for Markov processes in continuous time, include univariate and multivariate stochastic processes such as stochastic differential equations or diffusions (SDE's) or Levy processes. -
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Zarja
Agent-based simulation toolkit
It is an open source scientific library that is focused on multi-agent simulations on graphs. It prepares basic toolkit for agents, models, timers, graphs, nodes and edges. It is also accompanied with tools for data processing. -
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The aim of this project is to provide platform independent software that supports the visualization of advanced mathematical concepts (e.g. stochastic processes, random walks, percolation, clusters, etc.).
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KStochastic gives the user the ability to create pictures of stochastic processes based on arbitrary probability distributions. Those pictures can then be used for illustration purposes in various publications treating random phenomena.
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