GitHub topics: maximum-likelihood-estimation

Repositories

Sendrowski/PhaseGen

Computation and inference on exact solutions of coalescent distributions under diverse demographic scenarios.

Language: Python - Size: 16 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 5 - Forks: 0

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data.

Language: R - Size: 5.27 MB - Last synced at: 7 days ago - Pushed at: 8 months ago - Stars: 40 - Forks: 7

jkirkby3/pymle

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

Language: Python - Size: 218 KB - Last synced at: 3 days ago - Pushed at: 5 months ago - Stars: 51 - Forks: 13

ostad-ai/Machine-Learning

This repository contains topics and codes related to Machine Learning and Data Science, especially in Python

Language: Jupyter Notebook - Size: 2.17 MB - Last synced at: 23 days ago - Pushed at: 23 days ago - Stars: 3 - Forks: 0

MatthewReid854/reliability

Reliability engineering toolkit for Python - https://reliability.readthedocs.io/en/latest/

Language: Python - Size: 24.2 MB - Last synced at: 20 days ago - Pushed at: 3 months ago - Stars: 369 - Forks: 81

vanTeeffelenLab/ExTrack

ExTrack MLE for diffusive noisy single-particle tracks

Language: Jupyter Notebook - Size: 9.43 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 13 - Forks: 4

TomAspinall/FKF.SP

Fast Kalman Filtering through Sequential Processing (R Package)

Language: C - Size: 734 KB - Last synced at: 12 days ago - Pushed at: about 2 months ago - Stars: 4 - Forks: 1

TomAspinall/kalman-filter

Kalman Filtering and Smoothing in Python, using optimized algorithms

Language: C - Size: 152 KB - Last synced at: 16 days ago - Pushed at: 17 days ago - Stars: 0 - Forks: 0

alanff15/Non-Linear-Least-squares

Non Linear Least squares solver and maximum Likelihood Estimation (MLE)

Language: C++ - Size: 1.24 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 3 - Forks: 0

xRiskLab/fisher-scoring

A Python implementation of the Fisher Scoring algorithm

Language: Python - Size: 590 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 3 - Forks: 0

thechibo/estim

Distribution Parameter Estimation - DEPRECATED - please use https://github.com/thechibo/joker

Language: R - Size: 10.4 MB - Last synced at: 29 days ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

thechibo/joker

S4-based framework for probability distributions and mathematical statistics in R.

Language: R - Size: 5.62 MB - Last synced at: about 22 hours ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

gbroques/naive-bayes

A Python implementation of Naive Bayes from scratch.

Language: Python - Size: 61.5 KB - Last synced at: about 1 month ago - Pushed at: about 7 years ago - Stars: 38 - Forks: 27

dfleta/hidden-markov-models

Código curso Artificial Intelligence with Python sobre cadenas de Markov y hidden Markov models para el módulo de Modelos de Inteligencia Artificial del curso de especialización en IA y Big Data del IES de Teis

Language: Python - Size: 10.8 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

dkanungo/Probabilistic-ML-for-finance-and-investing

Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python

Language: Jupyter Notebook - Size: 2.15 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 95 - Forks: 41

m-clark/models-by-example

By-hand code for models and algorithms. An update to the 'Miscellaneous-R-Code' repo.

Language: R - Size: 26.2 MB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 68 - Forks: 18

romain-e-lacoste/sparklen

A statistical learning toolkit for high-dimensional Hawkes processes in Python

Language: Python - Size: 250 KB - Last synced at: 4 days ago - Pushed at: about 2 months ago - Stars: 10 - Forks: 0

cescalara/icecube_tools

Python tools for working with the IceCube public data.

Language: Python - Size: 34.8 MB - Last synced at: 24 days ago - Pushed at: 7 months ago - Stars: 14 - Forks: 8

DucPhamBP/Statistics-for-Data-Science

Final project for the course "Statistics for Data Science" (the University of Pisa, LM Data Science and Business Informatics)

Language: R - Size: 2.22 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

Beliavsky/Mixture-of-Normals-Estimation

Estimate a univariate mixture of normals distribution using moments and the EM algorithm

Language: Python - Size: 0 Bytes - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

monty-se/skellam

R package for statistical modeling with the Skellam distribution, supporting inference, random sampling, and regression for differences of independent Poisson counts.

Language: R - Size: 56.6 KB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

SaiSampathKedari/Statistical-Inference-Theory

Comprehensive notes and solved problem sets from Casella-Berger: Statistical Inference (Chapters 6-9), covering essential concepts in Statistical Inference. Topics include Sufficiency, Point Estimation, Hypothesis Testing, and Interval Estimation, crucial for Statistical Machine Learning, Computational Statistics, and Probabilistic Robotics.

Size: 82.6 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0

ecrc/exageostat

A High Performance Unified Framework for Geostatistics on Manycore Systems.

Language: C - Size: 7.83 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 37 - Forks: 16

jdtumlinson/knn

This repository contains the code for the kNN and MLE assignment for CS434 Machine Learning and Data Mining at Oregon State University during Fall of 2024. This is being uploaded a few months afte the compleition of this assignment.

Language: Python - Size: 225 KB - Last synced at: 2 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

stat-ml/GeoMLE

This repo contains code for GeoMLE intrinsic dimension estimation algorithm

Language: Jupyter Notebook - Size: 5.08 MB - Last synced at: 2 months ago - Pushed at: almost 5 years ago - Stars: 20 - Forks: 3

drkocoglu/Patter_Recognition_Class

Pattern Recognition - ECE - TTU - Spring 2021

Language: MATLAB - Size: 21.2 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

Abdoelabassi/Statistics_for_ML

Probability & Statistics for Machine Learning & Data Science

Language: Jupyter Notebook - Size: 46.6 MB - Last synced at: 6 days ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 1

AlexStead/rfrontier

Stata package for robust stochastic frontier analysis

Language: Stata - Size: 68.4 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 1

AlexStead/FronPy

Python package for frontier analysis

Language: Python - Size: 637 KB - Last synced at: about 2 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 1

Beliavsky/Fit-Student-t-distribution

Fit a Student t distribution to univariate data via maximum likelihood

Language: Fortran - Size: 9.77 KB - Last synced at: 3 days ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

queelius/likelihood.model

Likelihood model framework

Language: R - Size: 387 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 2 - Forks: 0

kkoukouletsou/Pattern-Recognition-and-Machine-Learning

Assignments for Pattern Recognition and Machine Learning Course at ECE AUTH.

Language: Jupyter Notebook - Size: 857 KB - Last synced at: about 21 hours ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

mjavadg/Econometrics_Fall-2024

For master’s students in mathematical economics, focusing on econometric methods and applications.

Language: Jupyter Notebook - Size: 3.36 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

viodotcom/ppca_rs

Python+Rust implementation of the Probabilistic Principal Component Analysis model

Language: Rust - Size: 316 KB - Last synced at: 3 days ago - Pushed at: 9 months ago - Stars: 35 - Forks: 2

DolbyUUU/regression_algorithm_implementation_python

regression algorithm implementaion from scratch with python (least-squares, regularized LS, L1-regularized LS, robust regression)

Language: Python - Size: 4.88 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0

raphael-group/LAML

LAML is a maximum likelihood algorithm to infer cell phylogeny from dynamic lineage tracing data

Language: Python - Size: 59.6 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 6 - Forks: 1

jeswheel/arima2

Software for maximum likelihood estimation of ARIMA models

Language: R - Size: 620 KB - Last synced at: 8 days ago - Pushed at: 10 months ago - Stars: 3 - Forks: 0

jkirkby3/BsplineDensity

B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.

Language: MATLAB - Size: 24.4 KB - Last synced at: 3 months ago - Pushed at: almost 4 years ago - Stars: 14 - Forks: 3

stalbrec/JetMass Fork of UHH2/JetMass

Analysis code for jet mass calibration and measurement (histograms, Maximum Likelihood Fit setup, etc.)

Language: Python - Size: 325 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 2 - Forks: 0

simonpierreboucher/mle_econometrics_notebook

This project contains a series of Python notebooks that demonstrate econometric techniques using Maximum Likelihood Estimation (MLE) and Ordinary Least Squares (OLS), with a focus on robust standard error calculations and heteroscedasticity tests.

Language: Jupyter Notebook - Size: 639 KB - Last synced at: 2 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

odubno/gauss-naive-bayes

Gauss Naive Bayes in Python From Scratch.

Language: Python - Size: 16.1 MB - Last synced at: 7 months ago - Pushed at: about 6 years ago - Stars: 45 - Forks: 21

WilliamBidle/QST

A public Python package to perform quantum state tomography through maximum likelihood estmation

Language: Python - Size: 5.25 MB - Last synced at: 15 days ago - Pushed at: over 2 years ago - Stars: 8 - Forks: 1

daodavid/maths-behind-ML

Maths behind machine learning and some implementations from scratch.

Language: Jupyter Notebook - Size: 26.3 MB - Last synced at: 3 months ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 1

Bujosea/BERN02

Parameter estimation using maximum likelihood

Language: Jupyter Notebook - Size: 16.6 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

jtfeld/EloOptimized

Maximum-likelihood fitting of Elo scores

Language: R - Size: 8.81 MB - Last synced at: 4 days ago - Pushed at: about 1 year ago - Stars: 3 - Forks: 1

HamedFarahani89/Statistical-methods-and-Quantitative-finance

This repository documents the statistical methods employed in my PhD research projects.

Language: Jupyter Notebook - Size: 3.09 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

witkov/chi-squared

Resources for the book "Chi-Squared Data Analysis and Model Testing for Beginners" by Carey Witkov and Keith Zengel, Oxford University Press, 2019.

Language: Jupyter Notebook - Size: 1.36 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 1

pandafengye/MIST

MIST: a metagenomic intra-species typing tool.

Language: Python - Size: 251 MB - Last synced at: 10 months ago - Pushed at: 11 months ago - Stars: 4 - Forks: 0

mariakamran86/MIMIC_Modeling_Discrete_Indicators_R

Intended to implement multiple-indicator, multiple-cause (MIMIC) modeling with discrete indicators in R.

Language: R - Size: 994 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

mnk400/gumbelMLE

Maximum Likelihood Estimation for gumbel distribution.

Language: Python - Size: 335 KB - Last synced at: 2 months ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0

snejens/arbfree_dynamic_nelson_siegel

Arbitrage-free Dynamic Generalized Nelson-Siegel model of interest rates following Christensen, Diebold and Rudebusch; and its estimation using the Kalman filter / maximum likelihood.

Language: Python - Size: 925 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 1

Neves-P/DAISIErobustness

Test the Robustness of DAISIE to Geodynamics and Traits

Language: R - Size: 1.07 GB - Last synced at: 2 months ago - Pushed at: 12 months ago - Stars: 2 - Forks: 3

HasanatJahan/NLP-MLE-Language-Models

Language: Python - Size: 5.21 MB - Last synced at: about 1 year ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

mieskolainen/HEP-statistics

High Energy Physics Statistics Exercises

Language: Matlab - Size: 5.21 MB - Last synced at: about 1 year ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

mieskolainen/DREM-PID

Multichannel Double Recursive Frequentist-Bayesian Particle Identification algorithm in HEP

Language: C++ - Size: 77.1 KB - Last synced at: about 1 year ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

Gallicchio-Lab/femodel-tf-optimizer

Maximum likelihood estimation with TensorFlow of the parameters of an analytical model of alchemical molecular binding

Language: Python - Size: 2.19 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 2

christopher-w-murphy/Class-Imbalance-in-WW-Polarization

Treating the measurement of the same-sign W polarization fraction as a class imbalance problem

Language: Jupyter Notebook - Size: 26.1 MB - Last synced at: about 1 year ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 2

KeplerGO/oktopus

🐙: Maximum likelihood model estimation using scipy.optimize

Language: Python - Size: 8.51 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 19 - Forks: 5

knottwill/Cauchy-MLE

Maximum likelihood estimation (MLE) of the location parameter of the Cauchy (Lorentzian) distribution.

Language: Python - Size: 6.84 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

enesozi/ML-course-HW1

Bias/Variance dilemma, cross-validation and work on Iris Data Set from UCI Machine Learning Repository

Language: Matlab - Size: 95.7 KB - Last synced at: about 1 year ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

polyactis/Accucopy

Accucopy is a computational method that infers Allele-specific Copy Number alterations from low-coverage low-purity tumor sequencing Data.

Language: C++ - Size: 1.04 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 14 - Forks: 4

jb262/MaximumLikelihoodGammaDist

A basic implementation for the maximum likelihood estimators of a gamma distribution's parameters.

Language: VBA - Size: 5.86 KB - Last synced at: 6 months ago - Pushed at: about 4 years ago - Stars: 4 - Forks: 2

queelius/wei.series.md.c1.c2.c3

Weibull series system estimation from data with censored lifetimes and masked component cause of failure.

Language: R - Size: 1.42 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

Jaimemosg/EstimationTools

This package provides routines for parameter estimation and model diagnostics for any probability density or mass function implemented in R via maximum likelihood given a data set, with or without covariates. Tools in this package have general applicability, especially in survival analysis and distance sampling. :mag::computer:

Language: R - Size: 196 MB - Last synced at: 11 days ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0

Jocelyne-Smith/data-science

Some R and Python code I've been working on.

Language: Jupyter Notebook - Size: 2.26 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

chris-kelly/ds_blog

Data Science Blog

Language: HTML - Size: 11.1 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

prakHr/NeuralNetworksAndFuzzyLogic

[College Course] - Course: BITS F312 Neural Network and Fuzzy Logic

Language: Jupyter Notebook - Size: 4.12 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 2

ohmthanap/CS559_Machine-Learning-Fundamentals-Applications

Learned the fundamentals and applications in ML: Intro to Prob. & Linear algebra, Decision Theory, MLE & BE, Linear Model, Linear Discriminant function, Perceptron, FLD, PCA, Non-parametric Learning, Clustering, EM, GMM, EM and Latent Variable Model, Probabilistic Graphical Model, Bayesian Network, Neural Network, SVM, Decision Tree and Boosting

Language: Jupyter Notebook - Size: 62.3 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

kyomangold/ETH-MachineLearning

Repository for the code of the "Introduction to Machine Learning" (IML) lecture at the "Learning & Adaptive Systems Group" at ETH Zurich.

Language: Python - Size: 568 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

magister-informatica-uach/INFO337

Herramientas estadísticas para la investigación

Language: Jupyter Notebook - Size: 114 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 5

Taabannn/intro-ml

This repository has been created just for warm-up in machine learning and there are my simulation files of UT-ML course HWs.

Language: Jupyter Notebook - Size: 48.2 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

upathare1/Advanced-Term-Structures

Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore modern methods to price and calibrate such models and evaluate their pricing performance with respect to classical models and the observed market prices.

Language: Jupyter Notebook - Size: 17.8 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 7 - Forks: 2

bcbi/MaximumLikelihoodProblems.jl

Formulate likelihood problems and solve them with maximum likelihood estimation (MLE)

Language: Julia - Size: 276 KB - Last synced at: 2 months ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

ashishyadav24092000/MAximumLIkelihoodEstimator2_TVads_and_carsold

Here for a small dataset we have used OLS(Ordiniary Least Square) and MLE(Maximum likelihood Estimation ) to calculate the regression parameters slope(b1),intercept(b0) and standard deviation of reisduals.At the end we can conclude that both the methods of estimation produces the same result.

Language: Jupyter Notebook - Size: 385 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0