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WIP: Comparing various backwards schemes #44

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Jan 27, 2020
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8bc41bc
High dim landmarks implementation
Dec 3, 2018
5e57d28
First shot at landmarks model
Jan 25, 2019
8e287ac
added lu factorisation type, checked various functions in state.jl
Jan 26, 2019
95be06c
extract common functions to ahs and ms model into bothmodels.jl
Jan 28, 2019
ec809d2
lmguiding and lmpar contain code for simulating bridges using lm para…
Feb 10, 2019
dd1783c
fixed the error in the noisefields specification for ahs model
Feb 15, 2019
8e76bcf
Ito-strat correction has been included for ahs model. Huge speedup in…
Feb 18, 2019
bd8975a
Various minor changes. autodiff.jl contains some initial ideas for au…
Feb 20, 2019
a7b9298
corrected deepmat2unc (there was a bug for nonsquare matrices)
Feb 25, 2019
a44501d
Getting Duals to work
mschauer Apr 23, 2019
e332e0b
fix reference to internal `Zip2` for julia 1.1
JeffBezanson Dec 29, 2018
8b2569a
Test Marcin's recursions
mschauer May 1, 2019
a5535c4
Fix
mschauer May 1, 2019
4937ea6
Fixes
mschauer May 1, 2019
21982f3
Docupdate
mschauer May 2, 2019
fde25d5
Clean-up
mschauer May 2, 2019
589a416
Autodiff experiment
mschauer May 2, 2019
67d0368
Remove carefully hidden bug
mschauer May 2, 2019
abac5db
Ignore hidden files
mschauer May 2, 2019
068ed75
Something happens!
mschauer May 2, 2019
c1030ce
First try MS model
mschauer May 2, 2019
43e17a1
Bugfixes
mschauer May 2, 2019
142954b
For today
mschauer May 2, 2019
4525bd8
Create video
mschauer May 2, 2019
52eebc1
added lowrank functionality for computing tilde-a in backward recursion
May 3, 2019
390c1fd
essentially only added 'using LowRankApprox'
May 3, 2019
2825f0d
speed up computing a(t,x) by using that it is symmetric
May 3, 2019
61121f0
New Pkg ecosystem
mschauer May 7, 2019
780bb2f
Fix likelihoods
mschauer May 7, 2019
bba5c62
Merge branch 'marcin' into newlandmarks
mschauer May 7, 2019
2f6cb3a
Merge pull request #45 from mschauer/newlandmarks
mschauer May 7, 2019
f1e4340
Fix lmpar
mschauer May 7, 2019
6e1f79a
Merge branch 'marcin' of https://github.com/mschauer/bridge.jl into m…
mschauer May 7, 2019
adbe2d7
Fix
mschauer May 7, 2019
1ce774d
Add lptilde for lm - model
mschauer May 7, 2019
478e81c
Bugfixes lptilde and recursions
mschauer May 7, 2019
eb82758
Happy experimenting
mschauer May 7, 2019
27aa24a
Change state in Landmarks
mschauer Jun 21, 2019
e8cf52e
Synch patches.jl
mschauer Jun 21, 2019
8c46a25
Synch guiding.jl
mschauer Jun 21, 2019
997f58d
Synch forward.jl
mschauer Jun 21, 2019
8eb50c5
Synch models.jl
mschauer Jun 21, 2019
54d72c4
Update landmarks/patches.jl
mschauer Jun 24, 2019
01a4c26
Update landmarks/patches.jl
mschauer Jun 24, 2019
90b3acb
Update landmarks/patches.jl
mschauer Jun 24, 2019
a69b393
Update landmarks/patches.jl
mschauer Jun 24, 2019
568bf84
Merge pull request #46 from mschauer/synchro
mschauer Jun 24, 2019
4ec7e56
Update landmarks/models.jl
mschauer Jun 24, 2019
ddb2f7f
Update landmarks/models.jl
mschauer Jun 24, 2019
c7b6c4a
Update landmarks/models.jl
mschauer Jun 24, 2019
e47e826
Update landmarks/models.jl
mschauer Jun 24, 2019
607ccea
Update landmarks/models.jl
mschauer Jun 24, 2019
cea39f2
Update landmarks/models.jl
mschauer Jun 24, 2019
365295f
Update landmarks/models.jl
mschauer Jun 24, 2019
aca6154
Update landmarks/models.jl
mschauer Jun 24, 2019
223981a
Update landmarks/models.jl
mschauer Jun 24, 2019
00f3175
Update landmarks/models.jl
mschauer Jun 24, 2019
d1ae521
Update landmarks/models.jl
mschauer Jun 24, 2019
3eea3f1
Update landmarks/models.jl
mschauer Jun 24, 2019
c4432c2
Merge pull request #48 from mschauer/synchro2
mschauer Jun 24, 2019
1f06fcf
Merge pull request #50 from mschauer/synchro
mschauer Jun 24, 2019
ce8dfc9
Synchronize LM files
mschauer Jun 24, 2019
cac5cca
Review lmguiding.jl
mschauer Jun 24, 2019
ec273a9
Merge pull request #51 from mschauer/synchro3
mschauer Jun 24, 2019
620e7fa
Add remaining LM files
mschauer Jun 24, 2019
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1 change: 1 addition & 0 deletions .gitignore
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output
test/perf/*.jld
.*
259 changes: 259 additions & 0 deletions Manifest.toml
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3 changes: 2 additions & 1 deletion REQUIRE
Original file line number Diff line number Diff line change
Expand Up @@ -3,4 +3,5 @@ Polynomials
Distributions
StaticArrays
RecipesBase
Colors
Colors
Trajectories
3 changes: 1 addition & 2 deletions docs/make.jl
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@ using Bridge

makedocs(
modules = [Bridge],
format = :html,
format = Documenter.HTML(),
sitename = "Bridge.jl",
authors = "Moritz Schauer and contributors",
pages = Any[ # Compat: `Any` for 0.4 compat
Expand All @@ -18,7 +18,6 @@ makedocs(
# for more information.
deploydocs(
repo = "github.com/mschauer/Bridge.jl.git",
julia = "0.7",
target = "build",
deps = nothing,
make = nothing,
Expand Down
1 change: 1 addition & 0 deletions docs/src/library.md
Original file line number Diff line number Diff line change
Expand Up @@ -55,6 +55,7 @@ Bridge.NoDrift
Bridge.R3!
Bridge.σ!
Bridge.b!
Bridge.kernelr3!
```

## Levy processes
Expand Down
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