- Applications of matrix decompositions
- LU
- QR
- SVD
- PCA
- Cholesky
- Optimization
- IRLS
- Gradient descent
- Stochastic gradietn descent
- Conjugate gradient
- EM algorithm
- Dynamic programming and Viterbi algorithm
- Simulation
- Simple MCMC
- Particle filter
- ABC
- Tempering
- Bootstrap
- Jackknife
- Permutation resampling
- GMMs in PyMC
- Similar implementaitons in PyStan and Emcee
- HPC
- Intefacing with R libraries via CythonRemath
- Interfacing with Egien (via Ceygen?)
- Improve CythonGSL and CythonRmath exampels
- Add annotate view description for Cython module