Man pages for jlin-vt/SML
Statistical Machine Learning
| AdaBoost | Demo of Adaboost using Sonar dataaset. |
| ADMM | ADMM alogrithm for solving convex optimization with l1-norm. |
| ADMM.fast | ADMM alogrithm for solving convex optimization with l1-norm. |
| BvsGibbs | Gibbs sampler for Bayesian variables selection requires with... |
| BvsMH | Metropolis–Hastings algorithm for Bayesian variables... |
| CalcSigma | Calculates the covariance matrix sigma using a the squared... |
| CDF | Find CDF |
| CRP | Demo of chinese restaurant process. |
| DpmmGibbs | Gibbs sampling for the Gaussian Dirichlet process mixture... |
| DpmmLoglik | Calculate the log likelihood for the Gaussian DP mixture... |
| Euclid | Return Euclidean distance matrix for the data. |
| GaussmixEM | Demo of EM algorithm for univariate Gaussian Mixture Model.... |
| GmmVbem | Variational Bayes EM algorithm for Gaussian Mixture Model. |
| InverseCDF | Find inverse CDF |
| Kmeans | Demo of k-Means algorithm using the Old Faithful dataset. |
| MetropolisHastingSampler | Metropolis Hasting samlinging MCMC for 1-d Gaussian Mixture... |
| NormalizeLogprob | Normalize a log probability vector without numerical... |
| PolyaUrn | Demo of polya urn process. |
| Prox.L1 | Return proximal function of none smooth function h. |
| RejectionSampler | Rejection sampler for univariate data. |
| SirLinearGauss | SMC method using SIR algorithm in linear Gaussian state-space... |
| SirStochasticVolatility | SMC method using SIR algorithm in linear Gaussian state-space... |
| T_logpdf | Generalized t-Distribution log PDF |
| UniGaussVb | Univariate Variational Bayesian for 1-d Gaussian. |
