Minkowski Engine is an auto-diff neural network library for high-dimensional sparse tensors

Interpretable and model-robust causal inference for heterogeneous treatment effects using generalized linear working models with targeted machine-learning

Gene network reconstruction using global-local shrinkage priors

Simulation for "Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics"

PaRtitiOned empirical Bayes Ecm (PROBE)

Python and R Packges for Efficient Inference on High-Dimensional Linear Models With Missing Outcomes

An introduction to graphical models in psychometrics.

Fast Bayesian Inference in Large Graphical Models

Python notebook on GtSt testing procedures on the LARS path. Code associated with the manuscript "Multiple Testing and Variable Selection along Least Angle Regression's path" (J.-M. Azaïs & Y. De Castro)

My personal weibsite