maximum-likelihood-estimation | Topic

Topic: "maximum-likelihood-estimation"

MatthewReid854/reliability

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

Language: Python - Size: 24.2 MB - Last synced at: 22 days ago - Pushed at: 3 months ago - Stars: 369 - Forks: 81

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

jkirkby3/pymle

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

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

physhik/Study-of-David-Mackay-s-book-

David Mackay's book review and problem solvings and own python codes, mathematica files

Language: Jupyter Notebook - Size: 28.5 MB - Last synced at: over 2 years ago - Pushed at: over 7 years ago - Stars: 47 - Forks: 9

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

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: 9 days ago - Pushed at: 8 months ago - Stars: 40 - Forks: 7

Blue-Universe/Time-Series-Analysis-Statistical-Arbitrage

This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

Language: Jupyter Notebook - Size: 2.04 MB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 39 - Forks: 12

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

ecrc/exageostat

A High Performance Unified Framework for Geostatistics on Manycore Systems.

Language: C - Size: 7.83 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 37 - Forks: 16

viodotcom/ppca_rs

Python+Rust implementation of the Probabilistic Principal Component Analysis model

Language: Rust - Size: 316 KB - Last synced at: 5 days ago - Pushed at: 10 months ago - Stars: 35 - Forks: 2

gcampanella/pydata-london-2018

Slides and notebooks for my tutorial at PyData London 2018

Language: Jupyter Notebook - Size: 2.72 MB - Last synced at: 1 day ago - Pushed at: almost 7 years ago - Stars: 21 - Forks: 6

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

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

cescalara/icecube_tools

Python tools for working with the IceCube public data.

Language: Python - Size: 34.8 MB - Last synced at: 26 days ago - Pushed at: 7 months ago - Stars: 14 - Forks: 8

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

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

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

oliviergimenez/multievent_jags_R

Fit multievent capture-recapture models in R (maximum-likelihood), Nimble and JAGS (Bayesian)

Language: R - Size: 16.6 KB - Last synced at: about 1 year ago - Pushed at: almost 5 years ago - Stars: 12 - Forks: 1

romain-e-lacoste/sparklen

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

Language: Python - Size: 250 KB - Last synced at: 6 days ago - Pushed at: about 2 months ago - Stars: 10 - Forks: 0

ankitbit/Advanced_Statistical_Inference

This repository has scripts and other files that are part of the lecture notes and assignments of the course "Advanced Statistical Inference" taught at FME, UPC Barcelonatech.

Language: HTML - Size: 4.91 MB - Last synced at: about 2 years ago - Pushed at: about 7 years ago - Stars: 9 - Forks: 7

WilliamBidle/QST

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

Language: Python - Size: 5.25 MB - Last synced at: 17 days ago - Pushed at: over 2 years ago - Stars: 8 - Forks: 1

corradomonti/ideological-embeddings

Code and data for the CIKM2021 paper "Learning Ideological Embeddings From Information Cascades"

Language: Python - Size: 6.91 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 8 - Forks: 2

timothee-bacri/HMM_with_TMB

A gentle tutorial of accelerated parameter and confidence interval estimation for Hidden Markov Models using Template Model Builder

Language: R - Size: 47.3 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 7 - Forks: 1

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

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

hz-zhu/NPD-micro-saccade-detection

Neyman–Pearson Detector (NPD) for saccadic eye movements

Language: C++ - Size: 761 KB - Last synced at: almost 2 years ago - Pushed at: over 5 years ago - Stars: 7 - Forks: 2

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: 10 days ago - Pushed at: 10 days ago - Stars: 6 - Forks: 1

oguzhan-baser/Channel-Estimation

Estimating unknown static channel coefficients on a communication system utilizing Maximum Likelihood Single-Shot Estimation algorithm.

Language: MATLAB - Size: 595 KB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 6 - Forks: 3

jiaxiang-cheng/Random-Weighted-Bootstrap-with-Weibull

Reproduction of the work by Hong, Y., Meeker, W. Q., & McCalley, J. D. (2009). Prediction of remaining life of power transformers based on left truncated and right censored lifetime data. Annals of Applied Statistics, 3(2), 857-879.

Language: R - Size: 16.9 MB - Last synced at: over 2 years ago - Pushed at: almost 4 years ago - Stars: 6 - Forks: 1

Sendrowski/PhaseGen

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

Language: Python - Size: 16 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 5 - 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

TomAspinall/FKF.SP

Fast Kalman Filtering through Sequential Processing (R Package)

Language: C - Size: 734 KB - Last synced at: 14 days ago - Pushed at: about 2 months ago - Stars: 4 - Forks: 1

pandafengye/MIST

MIST: a metagenomic intra-species typing tool.

Language: Python - Size: 251 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 4 - 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: 13 days ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0

phillipbvetter/ctsmrTMB

Fast and efficient parameter and state estimation in stochastic state space systems with Template Model Builder (TMB)

Language: R - Size: 15 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0

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

wlxiong/sprobit

Spatial probit model of intra-household interactions (implemented in Stata)

Size: 49.8 MB - Last synced at: about 2 years ago - Pushed at: about 13 years ago - Stars: 4 - Forks: 2

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: 25 days ago - Pushed at: 25 days ago - Stars: 3 - 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

jeswheel/arima2

Software for maximum likelihood estimation of ARIMA models

Language: R - Size: 620 KB - Last synced at: 9 days ago - Pushed at: 10 months ago - Stars: 3 - Forks: 0

jtfeld/EloOptimized

Maximum-likelihood fitting of Elo scores

Language: R - Size: 8.81 MB - Last synced at: 6 days ago - Pushed at: about 1 year ago - Stars: 3 - 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

dalmia/Bayesian_Decision_Making-Datagiri_Mumbai

Jupyter notebook accompanying my talk on "Bayesian Decision Making" for DataGiri

Language: Jupyter Notebook - Size: 25.4 KB - Last synced at: about 2 months ago - Pushed at: almost 7 years ago - Stars: 3 - Forks: 4

divyat09/Weibull_Data_Fitting

Parameter estimation of Weibull Distribution

Language: Matlab - Size: 8.79 KB - Last synced at: 2 months ago - Pushed at: over 7 years ago - Stars: 3 - Forks: 0

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: 27 days ago - Pushed at: 27 days ago - Stars: 2 - 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

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

ungolof/AffineMortality

Statistical analysis of affine mortality models. Implementation of univariate Kalman Filter based routines for the estimation, goodness of fit assessment and projection of affine mortality models

Language: R - Size: 277 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 0

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

filippopalomba/rcrologit

Random Coefficients Rank-Ordered Logit

Language: TeX - Size: 2.8 MB - Last synced at: 28 days ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1

bio-phys/ForceSpectroscopyMLE

Analyze rupture force spectra from single-molecule force spectroscopy experiments to extract disassociation rates and parameters characterizing the free-energy profile underlying the bond.

Language: Julia - Size: 69.3 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 1

RishiDarkDevil/Numerical_Analysis_Projects

Numerical Analysis Projects

Language: HTML - Size: 15.1 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 0

sohale/point-process-simple-example

🧠 A decoder of Spike Trains using 🔬 Bayesian, State-Space, 📐 Point-Processes, EM-algorithm, Maximum-likelihood

Language: Python - Size: 212 KB - Last synced at: 6 days ago - Pushed at: about 3 years ago - Stars: 2 - Forks: 1

stxupengyu/maximum-likelihood-estimation

介绍和举例（正态分布、泊松分布、伽马分布）展示了极大似然估计。This paper introduces and gives examples (normal distribution, Poisson distribution, gamma distribution) to show the MLE.

Language: Jupyter Notebook - Size: 5.38 MB - Last synced at: over 2 years ago - Pushed at: almost 5 years ago - Stars: 2 - Forks: 0

tarujg/statistical-learning

Repository pertaining to traditional statistical methods being applied to foreground segmentation for an image of a Cheetah

Language: MATLAB - Size: 4.68 MB - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 2 - Forks: 0

dirkschumacher/losep

An R package to detect seperation in binary classification models using linear programming

Language: R - Size: 65.4 KB - Last synced at: 7 days ago - Pushed at: over 5 years ago - Stars: 2 - Forks: 0

bhaskarkvvsr/Logistic-Regression

Code for optimising an objective function

Language: Python - Size: 80.1 KB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 2 - Forks: 0

oliviergimenez/GammaGompertzCR

Fit Gamma-Gompertz model to capture-recapture data using data cloning

Language: R - Size: 1.5 MB - Last synced at: 4 days ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 1

compops/newton-sysid2015

Newton-based maximum likelihood estimation in nonlinear state space models

Language: Python - Size: 3.77 MB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 2

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