Code skeletons for implementing PMH in MATLAB based on the repo pmh-tutorial
-
Updated
Oct 3, 2017 - MATLAB
Code skeletons for implementing PMH in MATLAB based on the repo pmh-tutorial
ML Coursework focused on solving Computational Finance and Risk Assessment models
Newton-based maximum likelihood estimation in nonlinear state space models
Projet ENSAE - Modèles à chaîne de Markov cachée et méthodes de Monte Carlo séquentielles - Antoine Grelety, Samir Tanfous, Zakarya Ali
Bayesian Spectral Estimation
Conrol theory project a friend and I did for our Intelligent Control class during our minor (undergraduate level)
MATLAB/Simulink laboratory files for the UoM 3rd Year Control Systems II course
State space model + data pipeline to generate counterfactual time series trajectories on multiple clinical signals, used to evaluate the utility of counterfactual features in sepsis prediction
Zipkin, E.F., Sillett, T.S., Grant, E.H.C., Chandler, R.B., and Royle, J.A. (2014) Inferences from count data using multi-state population models: a comparison to capture-recapture approaches. Ecology and Evolution. 4: 417-426.
Scala state-space models
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
R package pmhtutorial available from CRAN.
Couplings for nonlinear ensemble filtering
Subspace methods for MIMO system identification
Improve the Attentive State-Space Model by transformer
Project for time series exam
Repository for JABBA-Select
State space models for categorization of replay content from multiunit spiking activity. Deng et al. 2016
Add a description, image, and links to the state-space-model topic page so that developers can more easily learn about it.
To associate your repository with the state-space-model topic, visit your repo's landing page and select "manage topics."