Markov Models & Hidden (Semi) Markov Models
During my Ph.D. I developed MATLAB codes for the nonparametric estimation methods presented in the related published articles. Source codes for these methods may be available upon request.
State Space Models
During my Postdoc in Ecole CentraleSupélec, I collaborated with the members of the Team Digiplante, to develop Julia codes (platform PyGMAlion) concerning state-of-the-art Bayesian estimation methods for state space models.