- Bi-cross-validation. This package implements cross-validation-based methods for choosing the rank of an SVD approximation.
- Fast moment-based estimation for hierarchical models.
- Distributions and statistics from random matrix theory (RMT), mostly related to large sample covariance matrices. Joint work with Iain Johnstone, Zongming Ma, and Morteza Shahram. (This software will only work in R; For MATLAB, use the Prähofer-Spohn KPZ Tables.)
- A high-level interface on the BLAS linear algebra library for the Haskell programming language.
- A Haskell library for performing Monte-Carlo simulations.
- A collection of routines developed as a research tool to building and study simplicial complexes generated from point-cloud data. Joint work with Gunnar Carlsson and Vin de Silva.
The source codes for most of these projects are on my github page.