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)

Expectation Maximization 1D Tracking Demo by Andrew Stachyra

Demos use of expectation maximization algorithm to solve simplified one dimensional tracking problem (expectation maximizat..., unsupervised learning, machine learning)

cov2ellps(ctrd, cov, varargin)

lineexpmax(time, data, measvar, klim,...

polynomfit(x,y,yerr,ncoeff)

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)

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)

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)