The Graphical Models Toolkit (GMTK) is a toolkit for rapidly prototyping statistical models using dynamic graphical models (DGMs) and dynamic Bayesian networks (DBNs). It can be used for speech and language processing, bioinformatics, activity recognition, and any time series application. It features exact and approximate inference, many built-in factors including dense, sparse, and deterministic conditional probability tables, native support for ARPA backoff-based factors and factored language models, parameter sharing, gamma and beta distributions, dense and sparse Gaussian factors, heterogeneous mixtures, deep neural network factors, and time-inhomogeneous trellis factors, arbitrary order embedded Markov chains, a GUI graph viewer, and much more.
MLPACK is a C++ machine learning library with an emphasis on scalability, speed, and ease-of-use. Its aim is to make machine learning possible for novice users by means of a simple, consistent API, while simultaneously exploiting C++ language features to provide maximum performance and maximum flexibility for expert users. It contains algorithms such as k-means, Gaussian mixture models, hidden Markov models, density estimation trees, kernel PCA, locality-sensitive hashing, sparse coding, linear regression and least-angle regression.
LibBi is used for state-space modelling and Bayesian inference on high-performance computer hardware, including multi-core CPUs, many-core GPUs (graphics processing units), and distributed-memory clusters. The staple methods of LibBi are based on sequential Monte Carlo (SMC), also known as particle filtering. These methods include particle Markov chain Monte Carlo (PMCMC) and SMC2. Other methods include the extended Kalman filter and some parameter optimization routines. LibBi consists of a C++ template library and a parser and compiler, written in Perl, for its own modelling language.
GTKMathplot is an interactive plotting program based on GTK+ and the Cairo graphics library. It can display bidimensional curves, tridimensional curves, and surfaces from Cartesian or parametric equations describing the mathematical objects you would like to visualize. It is designed to be intuitive for high school students with good mathematical knowledge. University students of engineering, physics, mathematics, or natural sciences should need no explanation at all to start using it proficiently.
LifeV is a finite element (FE) library providing implementations of state of the art mathematical and numerical methods. It serves both as a research and production library. It has already been used in medical and industrial contexts to simulate fluid structure interaction and mass transport. LifeV is the joint collaboration between four institutions: École Polytechnique Fédérale de Lausanne (CMCS) in Switzerland, Politecnico di Milano (MOX) in Italy, INRIA (REO, ESTIME) in France, and Emory University (Sc. Comp) in the U.S.A.
PyParticles is a particle simulation toolbox entirely written in Python. It simulates a particle-by-particle model with the most popular integrations methods, including Euler, Runge Kutta, and Midpoint. It represents the results on an OpenGL or Matplotlib plot, and offers an easy-to-use API.