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1. bayesian_parameter_estimation bayesian_parameter_estimation Public

   Markov Chain Monte Carlo (MCMC) Bayesian parameter estimation using pymc3.

   Jupyter Notebook 1 2

2. nonlinear_dynamics nonlinear_dynamics Public

   Codes for analyzing and visualizing nonlinear dynamical systems. Based on the systems in the textbook by S. Strogatz.

   Python 1

3. time_domain_signal_variance time_domain_signal_variance Public

   Code and explanation of Allan variance applied to time series data.

   Jupyter Notebook 1

4. box-jenkins_method box-jenkins_method Public

   Box-Jenkins model identification method applied to the S&P 500.

   Jupyter Notebook

5. free_energy_principle free_energy_principle Public

   Simulation code and detailed exposition of the free energy princple (FEP).

   Jupyter Notebook 10 1

6. markov_decision_processes markov_decision_processes Public

   Implementations of several solution methods for Markov decision processes (MDPs).

   Jupyter Notebook 1 1