The following software packages are associated with my research projects. They are essentially free to be used, but the author(s) reserve copyright.

 
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Control Functionals for Monte Carlo Integration

A series of papers that begun with Mark Girolami and Nicolas Chopin in the Journal of the Royal Statistical Society, Series B, 2017. 

 
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Wendland Compact Support Radial Basis Functions

This short script uses symbolic integration to compute Wendland's polynomials, returned as a function handle that can be easily used.

 
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Bayesian Probabilistic Numerical Methods for PDEs

These notebooks demonstrate how computations were performed for a series of papers on Bayesian probabilistic numerical methods. Joint work with Jon Cockayne, Tim Sullivan and Mark Girolami.

 
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Bayesian Conjugate Gradient Method

This Python script executes the Bayesian Conjugate Gradient Method, a variation on the standard conjugate gradient method for solution of large linear systems that additionally provides uncertainty quantification. Joint work with Jon Cockayne and Mark Girolami.