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1. Gibbs-Sampler Gibbs-Sampler Public

   Gibbs Sampling code in R for data generated by two linear regression regimes with a changepoint at time tau

2. Bayesian-Frequentist-Retrospective-Changepoint-Detection Bayesian-Frequentist-Retrospective-Changepoint-Detection Public

   Simulated data in R, with a structural break in mean and variance. Gibbs sampling is implemented to detect this changepoint and estimate model parameters.

3. Parallel-Communication-Avoiding-QR-Factorization-for--Tall--Skinny--Matrices Parallel-Communication-Avoiding-QR-Factorization-for--Tall--Skinny--Matrices Public

   Avoiding thread communication in determining QR factorizations for matrices with #rows >> #columns

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4. Krylov-Subspace-Methods--Arnoldi---GMRES--w--and-without-parallelism- Krylov-Subspace-Methods--Arnoldi---GMRES--w--and-without-parallelism- Public

   Approximating (least squares) solutions to systems of the form Ax = b for arbitrarily large and sparse A with Krylov subspace methods.

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5. European-Option-Pricing-Monte-Carlo-Model- European-Option-Pricing-Monte-Carlo-Model- Public

   Algorithm to price European Call and Put Options given volatility input, Monte Carlo sample size, time to expiry, and strike price.

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6. Conjugate-Residual-Algorithm-for-solving-Sparse-Dense-Linear-Systems Conjugate-Residual-Algorithm-for-solving-Sparse-Dense-Linear-Systems Public

   Using the Conjugate Residual method to tackle sparse and dense linear solver problems. I look at a serial variant of the conjugate gradient algorithm to tackle the unit square (2D) poisson problem …

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