code

I try to put most of my code online when I think that it is of general utility. I’ve tried to summarise these works here:

• statfenics: a set of tools to help when doing statistical things with FEniCS. Includes functions to build Gaussian process inference on top of FEniCS, and utilities to aid in interpolating finite element solutions. This is being actively developed.
• For our statFEM filtering work there are code to accompany these papers. For the 1D case (including the internal wave experimental data) this is housed at statkdv-paper, and in the 2D case, this is housed at low-rank-statfem. In essence, these repos contain various examples, which are implemented with FEniCS, to do synthetic and experimental data experiments, computing statFEM posteriors.
• ula-statfem: code to explore Langevin dynamics samplers with statFEM. Published in SIAM JUQ. Includes sfmcmc package which implements a bunch of different MCMC samplers, including ULA (see this classic paper), MALA, and preconditioned Crank-Nicolson.