BridgeStan provides efficient in-memory access through Python, Julia, and R to the methods of a Stan model.

Julia package for automated Bayesian inference on a factor graph with reactive message passing

WIP successor to Soss.jl

Bayesian Generalized Linear models using `@formula` syntax.

Preheat your MCMC

Pareto smoothed importance sampling

-

Fast, LoopVectorization.jl-based summary statistics

Julia package containing utilities intended for Time Series analysis.

Reimplementation of Raphaelvallat's Pingouin in Julia

Direct and robust methods for outlier detection in linear regression

Julia package for Hidden Markov Model

Provides likelihood functions for Gaussian Processes.

Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt21a.html

E.T. Jaynes home phone.

"Distributions" that might not add to one.

Probabilistic Circuits from the Juice library

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

Abstract types and interfaces for Markov chain Monte Carlo methods

Exploratory analysis of Bayesian models with Julia

Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes

Rank aggregation in Julia

Robust implementation for random-walk Metropolis-Hastings algorithms

Automatic differentiation of Distributions using Tracker, Zygote, ForwardDiff and ReverseDiff

Implementation of domain-specific language (DSL) for dynamic probabilistic programming

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Julia package for fitting mixed-effects models with flexible random/repeated covariance structure.

Numerical stabilization routines for determinant quantum Monte Carlo

Implementation of recombinator-k-means

Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.

Implementations of the models from the Statistical Rethinking book with Turing.jl

System Identification toolbox, compatible with ControlSystems.jl

Hidden Markov Models for Julia.

A general-purpose probabilistic programming system with programmable inference

Types and utility functions for summarizing Markov chain Monte Carlo simulations

Types and utility functions for summarizing Markov chain Monte Carlo simulations

Julia module for Detrended Cross-Correlation Analysis.

Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.

Causal, Higher-Order, Probabilistic Programming