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Python wrapper for Intel Math Kernel Library (MKL) matrix multiplication
A domain-specific probabilistic programming language for reasoning about reasoning
language level autograd compiler for Julia
A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.
Filter design, periodograms, window functions, and other digital signal processing functionality
A unified framework to solve and analyze heterogeneous-agent macro models.
Macros and functions to work with DSGE models.
Research package for automatic differentiation of programs containing discrete randomness.
Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms