About Me

About the author.

Jonny Law is a data scientist at the National Innovation Centre for Data, working with local and national companies to allow them to make the most of their data. Previously he was a Statistics PhD student on the Cloud Computing for Big Data CDT. His primary research interest is in using functional programming for Bayesian Inference using Scala.

Skills

Projects

Bayesian State Space Model

git.io/dlm A Scala library for Dynamic Linear Models, with filtering and parameter inference algorithms

Gaussian Processes

git.io/gaussianprocesses A Scala library for Gaussian Processes

Composable POMP Models

git.io/statespace A Scala library for online Bayesian filtering of univariate state space models, sometimes called POMP (Partially Observed Markov Process Models).