I write code in Matlab and R to prototype, validate, motivate, and test my mathematical ideas. Some code is available in my github repository which also includes links to projects with previous collaborators. More details about select codes can be found below.
Targeted Subsampling for HMMs with Rare States
Sample code for Targeted Stochastic Gradient MCMC for HMMs with Rare Latent States including all functions needed to reproduce results from the paper. Implementation is in MATLAB.
Information Theory (written in R)
This code estimates the pairwise mutual information between all pairs of observations of continuous random variables in a dataset and outputs the results in a symmetric array. Options for estimating differential entropy of each observed variable are also implemented. The entropy and mutual information estimators rely on k-nearest neighbors algorithms. Technical details are available in Kraskov et al (2003).
2D Molecular Dynamics (written in MATLAB)
An event-driven molecular dynamics simulator for colliding particles in 2D. Perodic and Lee-Edwards boundary conditions are available. Elastic collisions are the default method for pairwise interactions, but additional methods are available for studying emergent dynamics and self-organization. For more details, see my PhD dissertation.