This section is still a work in progress. While the contents that are already available are final, the wording might not be and some sections still need to be completed or expanded.
While working at Mathlas Consulting we developed a set of methods that we used while working on various projects for our clients. The mathlas repo —as we call it— is now publicly available here under an Apache 2.0 license.
This set of methods reflects the work of the almost 4 years Luis S. Lorente Manzanares, PhD & Diego Alonso Fernández, PhD spent at Mathlas, my almost 3 years there and our combined previous experience in the various fields required to assemble the collection.
The repo contains the project-independent parts of the projects we worked on and is composed of different packages, described here:
While we developed new methods, we routinely relied on Christopher M. Bishop's excellent Pattern Recognition and Machine Learning book. I personally also found Jeremy Kun's Math ∩ Programming blog to be very instructive.
This page does not aim to provide a rigorous description of the implemented methods, instead it serves as an informal explanation of what some of the methods do. Links to rigorous descriptions are provided where deemed appropriate.
Should you have any questions with the Mathlas repo, please let me know at: firstname.lastname@example.org