Published libraries & code
JAX-native non-linear reconciliation, learning, and geometry on constraint manifolds (Python).
Multivariate boosted trees in parameter space (Python). Described in the JMLR paper.
Scenario-tree reduction (MATLAB & Python). Based on greedy Kantorovich-distance reduction (Gröwe-Kuska et al., 2003).
Unsupervised solar irradiance from PV power (Solar Energy, 2017).