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Yinsen Miao's Projects

dpmm icon dpmm

Dirichlet process mixture model code in Matlab. Sampling and variational.

dtw icon dtw

DTW (Dynamic Time Warping) python module

elbow icon elbow

Flexible Bayesian inference using TensorFlow

equalitysp500 icon equalitysp500

Reference code to Portfolio Selection: The Power of Equal Weight

extremenn icon extremenn

a R implementation of extreme learning machine

filterpy icon filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

gerber icon gerber

Gerber robust statistics for portfolio optimization

go icon go

The Open Source Data Science Masters

gpu_smc icon gpu_smc

A GPU implementation of the particle filter with Metropolis Hastings

hellopg icon hellopg

An R package skeleton for incorporating the Polya-Gamma distribution into your own code or package.

hmc_gpu icon hmc_gpu

Code to accompany the paper "Fast Hamiltonian Monte Carlo Using GPU Computing"

hmmlearn icon hmmlearn

Hidden Markov Models in Python, with scikit-learn like API

kalman icon kalman

Header-only C++11 Kalman Filtering Library (EKF, UKF) based on Eigen3

kalman-and-bayesian-filters-in-python icon kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

machine-learning-notes icon machine-learning-notes

My continuously updated Machine Learning, Probabilistic Models and Deep Learning notes and demos (1500+ slides) 我不间断更新的机器学习,概率模型和深度学习的讲义(1500+页)和视频链接

markdown-here icon markdown-here

Google Chrome, Firefox, and Thunderbird extension that lets you write email in Markdown and render it before sending.

mckl icon mckl

Monte Carlo Kernel Library

mdp-dp-rl icon mdp-dp-rl

Markov Decision Processes, Dynamic Programming and Reinforcement Learning

mlinterp icon mlinterp

Fast arbitrary dimension linear interpolation in C++

mxnet icon mxnet

Lightweight, Portable, Flexible Distributed/Mobile Deep Learning with Dynamic, Mutation-aware Dataflow Dep Scheduler; for Python, R, Julia, Go, Javascript and more

neon icon neon

NErvana's pythON based Deep Learning Framework

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