I now try to systematically provide code for my research papers.

Paper with code

Robust and Quasi Monte Carlo methods

The code of the paper Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods is available at the following GitHub repo.

Stochastic Weather Generators

The paper Gobet et al. (2025) is associated with the package StochasticWeatherGenerators.jl. In particular this tutorial allows to reproduce most results and figures of the paper. It is generated using Continuous Integration (CI) on GitHub, so the code is always up to date.

• Gobet, E., Métivier, D., and Parey, S.: Interpretable seasonal multisite hidden Markov model for stochastic rain generation in France, Adv. Stat. Clim. Meteorol. Oceanogr., 11, 159–201, https://doi.org/10.5194/ascmo-11-159-2025, 2025.

ABC

The Quarto notebooks of the paper Approximate Bayesian Computation with Deep Learning and Conformal prediction are available at the following website. It links to the fours examples shown in the paper and the associated Gitlab repo.