Related papers: FormulaCompiler.jl and Margins.jl: Efficient Margi…
We present the Julia package Manifolds$.$jl, providing a fast and easy-to-use library of Riemannian manifolds and Lie groups. This package enables working with data defined on a Riemannian manifold, such as the circle, the sphere, symmetric…
LongMemory.jl is a package for time series long memory modelling in Julia. The package provides functions to generate long memory, estimate model parameters, and forecast. Generating methods include fractional differencing, stochastic error…
Random variables and their distributions are a central part in many areas of statistical methods. The Distributions.jl package provides Julia users and developers tools for working with probability distributions, leveraging Julia features…
Copulas are functions that describe dependence structures of random vectors, without describing their univariate marginals. In statistics, the separation is sometimes useful, the quality and/or quantity of available information on these two…
In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the…
We present FractionalDiffEq.jl, a comprehensive solver suite for solving fractional differential equations, featuring high-performance numerical algorithms in the Julia programming language. FractionalDiffEq.jl is designed to be…
We present StochasticPrograms.jl, a user-friendly and powerful open-source framework for stochastic programming written in the Julia language. The framework includes both modeling tools and structure-exploiting optimization algorithms.…
Forward marginal effects have recently been introduced as a versatile and effective model-agnostic interpretation method particularly suited for non-linear and non-parametric prediction models. They provide comprehensible model explanations…
In this paper, we present IntervalMDP.jl, a Julia package for probabilistic analysis of interval Markov Decision Processes (IMDPs). IntervalMDP.jl facilitates the synthesis of optimal strategies and verification of IMDPs against…
Sequential sampling models (SSMs) are a widely used framework describing decision-making as a stochastic, dynamic process of evidence accumulation. SSMs popularity across cognitive science has driven the development of various software…
Mathematical models of natural and man-made systems often have many adjustable parameters that must be estimated from multiple, potentially conflicting datasets. Rather than reporting a single best-fit parameter vector, it is often more…
Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models, the estimated coefficients cannot be interpreted as a…
We introduce Metatheory.jl: a lightweight and performant general purpose symbolics and metaprogramming framework meant to simplify the act of writing complex Julia metaprograms and to significantly enhance Julia with a native term rewriting…
For scientific machine learning tasks with a lot of custom code, picking the right Automatic Differentiation (AD) system matters. Our Julia package DifferentiationInterface$.$jl provides a common frontend to a dozen AD backends, unlocking…
Inference in hierarchical nonlinear models needs careful consideration about targeting parameters that have either a conditional or population-average interpretation. For the special case of mixed-effects nonlinear sigmoidal models we…
Agent-based models capture heterogeneity among individuals in a population and are widely used in studies of multi-cellular systems, disease, epidemics and demography to name a few. However, existing frameworks consider discrete time-step…
Differentiating through constrained optimization problems is increasingly central to learning, control, and large-scale decision-making systems, yet practical integration remains challenging due to solver specialization and interface…
Bates et al. (2015) described the evaluation of the profiled log-likelihood of a linear mixed-effects model by updating a sparse, symmetric positive-definite matrix and computing its Cholesky factor, as implemented in the lme4 package for…
MultiPrecisionArrays.jl is a Julia package. This package provides data structures and solvers for several variants of iterative refinement. It will become much more useful when half precision (aka Float16) is fully supported in LAPACK/BLAS.…
Symbolic integration over the Haar measure of compact groups is a computational cornerstone in quantum information science and random matrix theory. We present \texttt{IntegrateUnitary.jl}, a comprehensive Julia package for computing exact…