A Discrete Fourier Transform (DFT), a Fast Wavelet Transform (FWT), and a Wavelet Packet Transform (WPT) algorithm in 1-D, 2-D, and 3-D using normalized orthogonal (orthonormal) Haar, Coiflet, Daubechie, Legendre and normalized biorthognal wavelets in Java.

Julia implementations of the Hilbert-Schmidt Independence Criterion (HSIC)

A refactored port and code rebuilt of JWave - Discrete Fourier Transform (DFT), Fast Wavelet Transform (FWT), Wavelet Packet Transform (WPT), some Shifting Wavelet Transform (SWT) by using orthogonal (orthonormal) wavelets like Haar, Daubechie, Coiflet, and other normalized bi-orthogonal wavelets.

Originally written to solve systems of integrodifferential equations via collocation method in an arbitrary number of variables. The current implementation of the method is based on a finite-dimensional orthogonal system of functions.

Support vector machines flexible framework

MMD and HSIC for non-stationary random processes

My PhD thesis: Regression modelling using priors depending on Fisher information covariance kernels (I-priors)

Flexible SVM framework implementation

Harvard Spring 2020 Math 110 Vector Space Methods for ODEs (Christian Brennecke)