Man pages for DongyueXie/smashrgen
Empirical Bayes smoothers

BMSMBayesian Multi-scale Model for Smoothing Poisson sequence
bmsm_control_defaultDefault control list of BMSM
dwt.fnEmpirical Bayes wavelet smoothing for flashier
ebbp_beta_mixtureEmpirical Bayes for estimating Binomial probability
ebnm_sgpSparse Gaussian process in EBNM syntax
ebpm_pois_sgpPoisson Sparse Gaussian Process
ebpsempirical Bayes Poisson smoothing
ebps_general_control_defaultDefault parameters for ebps
ebps_initinit ebps
ebps_init_control_defaultDefault parameters for ebps initialization
ebps_smooth_control_defaultDefault parameters for ebps smoothing function
ebps_twostepApply ebps then run smash as a two-step procedure
GPDefine the empirical Bayes function
grad_kernel_paramGet derivative of log kernel parameters and mean
grad_post_meanGradient and hessian of eblo w.r.t post_mean
helloHello, World!
kernelDefine the squared exponential kernel
MaternkernelMatern Kernel
neg_log_likelihoodDefine the negative marginal log-likelihood
Pois_GPFit Poisson + Gaussian process
pois_reg_splittingthis function fits empirical Bayes Sparse Poisson regression
pois_sgpSparse Gaussian process for Poisson data via variational...
pois_sgp_elbocalc elbo
pois_sgp_get_posteriorObtain full posterior distribution
pois_sgp_matrix_helperHelper function for matrix calculations
pois_sgp_update_post_meanFunction for optimizing posterior mean
pois_sgp_update_VFunction for updating posterior var
pois_sgp_update_variational_paramMaster function for optimizing variational parameters...
pois_smooth_splitSmooth over-dispersed Poisson sequence via splitting method
RBFkernelRBF Kernel
robust_smoothempirical Bayes robust smoothing
sgpFit Sparse Gaussian Process via variational inference
smash_dwtEmpirical Bayes wavelet smoothing via DWT
smash_gen_poisSmooth Poisson sequence, accounting for nugget effect
smash_two_stepA two step method for smoothing Poisson seq
DongyueXie/smashrgen documentation built on Jan. 14, 2024, 5:30 a.m.