Wrapper for a PyTorch classifier which allows it to output prediction sets. The sets are theoretically guaranteed to contain the true class with high probability (via conformal prediction).

Hypothesis and statistical testing in Python

📦 Non-parametric Causal Effects Based on Modified Treatment Policies 🔮

The Wasserstein Distance and Optimal Transport Map of Gaussian Processes

Multivariate kernel density estimation

R package for random forests model selection, inference, evaluation and validation

Interpretable and model-robust causal inference for heterogeneous treatment effects using generalized linear working models with targeted machine-learning

A C++ library for physics-informed spatial and functional data analysis over complex domains.

Perform inference on algorithm-agnostic variable importance

Perform inference on algorithm-agnostic variable importance in Python

A MATLAB package for multivariate permutation testing and effect size measurement

The R wrapper to the fdaPDE library for physics-informed spatial and functional data analysis.

An R package for assumption-lean covariance matrix estimation in high dimensions

B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.

Chinese Restaurant Process Models for Regression and Clustering. Master branch contains latest stable build.

Nonparametric kernel density estimation, bandwidth selection, and other utilities for analyzing directional data

My implementation of Symbolic Transfer Entropy (STE): a measure of asymmetric information flow between stochastic processes.

Robust estimations from distribution structures: Central moments.

Unsupervised anomaly detection in vibration signal using PyCaret vs BiLSTM

R6-Based Flexible Framework for Permutation Tests