EM for HMM Multivariate Gaussian processes by Sebastien PARIS

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

mexme_em_ghmm.m

test_em_ghmm.m

EM_MVGM by Sebastien PARIS

Fast implementation of EM algorithm for multivariate gaussian mixture (statistics, probability, expectationmaximizati...)

mexme_em_mvgm.m

test_em_mvgm.m

Fast ND multidimensional gaussian mixture random generator by Sebastien PARIS

A fast generator of gaussian mixture samples (statistics, probability, mixture)

mexme_sample_mvgm.m

test_sample_mvgm.m

Multivariate Gaussian Mixture Model Optimization by Cross Entropy by Sebastien PARIS

Stochastic multi-extremum optimization. (cross entropy, multivariate, gaussian)

ce_mvgm(Z , option);

sample_gaussian_mixture(mua , mub , mumin , mumax , ...

mexme_ce_gauss.m