code

The below is an incomplete list of the open-source software that I’ve worked on:

• predictsr: an R package to load the PREDICTS database into R dataframes.
• statFEM code to accompany these papers (FEM code is implemented with FEniCS):
  • The 1D case (including the internal wave experimental data) is housed at statkdv-paper. This code computes the posterior (filtering) distribution using extended and ensemble Kalman filters.
  • The 2D case is located here. This also computes the posterior filtering distribution using a low-rank extended Kalman filter algorithm.
• 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.
• statfenics: a set of tools to help when doing statistics with FEniCS. Includes functions to build Gaussian process inference on top of FEniCS, and utilities to aid in interpolating finite element solutions.