Software Packages

  • 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. [Matlab File Exchange]
  • 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. [Matlab File Exchange]