Software
- Python package BIGPAST for Bayesian Inference General Procedures for A Single-subject Test Study.
- Python package skewt-scipy for skew student $t$ distribution.
- Python package: AutoCPD for Automatic Change-Point Detection in Time Series via Deep Learning.
- R package: llfdr for Divide-and-Combine Estimation of High-dimensional Nonparametric Covariance Models in my PhD thesis.