3D visualization of GMM learning via the EM algorithm by Johannes

The evolution of a GMM in the EM algorithm is visualized by interpolating between iterations. (expectation maximizat..., gaussian mixture mode..., em)

EM_GMM_3d(c,wk,N,movie,Y,D,Cv)

Hierarchical Kalman Filter for clinical time series prediction by Shuang Wang

It is an implementation of hierarchical (a.k.a. multi-scale) Kalman filter using belief propagation. (belief propagation, bp, message passing)

EMConvergence(msg, varNode, ts_data, numLevels)

EMForMultiScaleKalmanFilter(msg, varNode, belief, ts_data, ...

GaussianDivision(G1, G2)

EM for HMM Multivariate Gaussian processes by Sebastien PARIS

A fast implementation of the EM Algorithm for HMM Multivariate Gaussian Mixture (probability, forwardbackward, multivariate gaussian...)

mexme_em_ghmm.m

test_em_ghmm.m

GUI for TE/TM electromagnetic plane waves propagation through multilayered structures by Lorenzo Luini

GUI for the analysis of TE/TM E.M. plane waves propagation through multilayered structures (electromagnetic, example, em)

TE and TM electromagnetic plane waves propagation

PlaneWaveGUI_v2_1.m

EM algorithm for Gaussian mixture model with background noise by Andrew

Standard EM algorithm to fit a GMM with the (optional) consideration of background noise. (gmm, em, clustering)

GM_EM(X,k,bn_noise,reps,max_iters,tol)

Free Split and Merge Expectation Maximization for MultiVariate Gaussian Mixture by Sebastien PARIS

FSMEM can estimate MVGM parameters and number of conpounds via split/merge cluster moves (split and merge, clustering, signal processing)

test_fsmem_mvgm

gene_mvgm(d , K , sig)

init_mvgm(Z , K)

EM algorithm for Gaussian mixture model by Mo Chen

EM algorithm for Gaussian mixture. Works on arbitray dimensions with high speed and precision. (em, clustering, gmm)

emgm(X, init)

logsumexp(x, dim)

spread(X, label)

Factor Analysis by Mo Chen

Use EM algorithm to solve factor analysis (factor analysis, em)

fa(X, p)

EM PCA by Mo Chen

EM algorithm for principal component analysis (em, pca)

empca(X, p)

When wavelet meet HMM by Su Dongcai

1D signal denoising and classification using WHMT (signal classification, em, hidden markov model)

Idwt(x,h,L);

Iidwt(w,h,L);

basic_rp(L)

gaussian_mixture_model.m by Matthew Roughan

Estimate the parameters of a 1D Gaussian Mixture Model using the EM algorithm. (expectation maximizat..., estimation, em)

...

norm_density(x, mu, sigma)

normcdf(x, mu, sigma)

Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution by Karol Binkowski

Expectation-Maximization (EM) algorithm for bi-variate Normal Inverse Gaussian (biNIG) distribution (finance, statistics, simulation)

EMBIVNIG(x1, x2, iter, tolcrit, alphas, betas1, betas2, del...

binigm1(mu1, mu2, alpha, beta1, beta2, dlt, Sigma)

binigm2(mu1, mu2, alpha, beta1, beta2, dlt, Sigma)

Expectation Maximization of Gaussian Mixture Models via CUDA by Andrew Harp

CUDA enabled parallel EM for Gaussian Mixture Models, providing over 100x performance increases. (expectation maximizat..., probability, gmm)

errorellipse(mu,sigma,stdev,n)

gmm_test(num_clusts, num_dims, num_samps, num_steps, num_tr...

nvmex(varargin)

robust nonrigid point set registration by Bing Jian

MATLAB implementation of two nonrigid point set registration algorithms (computer vision, splines, thin plate splines)

DisplayPoints(Model, Scene, dim, sampling, axis_limits)

DisplayPoints2D(Model, Scene, sampling, axis_limits)

DisplayPoints3D(Model, Scene, sampling, axis_limits)

mmvn_toolkit by Michael Boedigheimer

complete toolkit for generating, training, testing and viewing multidimensional gaussian mixtures (statistics, probability, em)

center(X, V, dim)

colorfulcube( M, creq, method )

ellipse( M, V, dims, sd )

HLNfit by Jonathan Huang

Code for fitting and visualizing a Hierarchical Logistic-Normal distribution (statistics, probability, hierarchical logistic...)

[muhat,covhat,loglike,flag]=conditionalMode(y,mu,cov,EMiter...

genHLNsamples(numdocs, numdraws,mu,cov)

genSamps(n,mu,cov)

EM image segmentation by Jose Vicente Manjon-Herrera

Apllication of EM algorithm to segment a grey scale image on diferent classes (algorithm, em, em segmentation)

[mask,mu,v,p]=EMSeg(ima,k)

Fast EM_GM by Patrick Tsui

An expectation maximization algorithm for learning a multi-dimensional Gaussian mixture. (expectation maximizat..., statistics, probability)

EM_GM_fast(X,k,ltol,maxiter,pflag,Init)

EM_GM by Patrick Tsui

An expectation maximization algorithm for learning a multi-dimensional Gaussian mixture. (expectation maximizat..., em, gaussian mixture)

EM_GM(X,k,ltol,maxiter,pflag,Init)

Clustering Toolbox by Janos Abonyi

The toolbox provides four categories of functions. (clustering, cluster validity, fuzzy clustering)

FCMclust(data,param)

FuzSam(proj,result,param)

GGclust(data,param)

MLE for two Normal Mixtures using EM- algorithm by Panagiotis Braimakis

Illustration of EM algorithm for parameter estimation of Bimodal univariate distributions ... (statistics, probability, em)

EM Algorithm for Clustering (EMfc.m) by Panagiotis Braimakis

EM for clustering ... (em, clustering, probability)

EMfc

confreg(mu,S,n,a)

kmeansit