The stochadex project

These system diagrams track progress on the stochadex project.

The fundamental data types

The iteration interface

The Wiener process

Itô’s lemma

The time-inhomogeneous Poisson process

The Hawkes process

Upstream-downstream iterations

The time-inhomogeneous Poisson process implemented serially

The full simulation loop

Probabilistic reweighting

Embedded simulations

Simulation inference