Chaos theory meets C++

What I've been working on recently, and a request for code review

I've been working on a plugin for Stata which implements [Empirical Dynamic Modelling](, a stats tool with the funnily misleading acronym EDM. Have you ever heard the line "correlation does not equal causation"? Well EDM aims to fix that.

Rare event estimation 2.0

An updated version of my masters course in Lyon

This animation is extracted from my updated rare-event estimation short course for masters students. It shows the progression of the Sequential Monte Carlo algorithm (for rare events). I’m quite happy with the video I recorded to describe this algorithm, as I am with the PyMC3 video I made (recreating a fit for the COVID-19 incubation period distribution in PyMC3) and the final video on high-performance Python (profiling tools, vectorisation, Numba, just single-core improvements). All of the materials and code demonstration recordings for the course are on the course website.