原创 Randomized Numerical Linear Algebra Notes 2
Lecture 2: Approximating Matrix Multiplication Notations For vector x∈Rn , ||x||2=(∑ni=1|xi|2)1/2 Euclidean length F
原创 Hidden Markov Model (HMM)
Hidden Markov Model (HMM) I. Notations observation sequence: U={ut | t∈}={u1,u2,...,uT} hidden state sequence: S={st
原创 Gaussian Processes, Kriging and Co-Kriging
Gaussian Processes Definition A Gaussian Process is a collection of random variables, any finite number of which have c
原创 Randomized Numerical Linear Algebra Notes I
Lecture 1: Introduction Pass-Efficient Model Definition (Pass-Efficient Model): Pass: In the Pass-Efficient Model, the
原创 Maximum-Likelihood Expectation-Maximization (ML-EM)
I. Notations X={x1,x2,...,xN} i.i.d. observed variables Z={z1,z2,...,zN} latent variables Θ(t) The estimate of the
原创 SVD, PCA and so on
//to be done
原创 Machine Learning Notes I: The Standard Linear Model
we derive the standard linear model here from Bayesian prospective of view (MAP), with training set =(X,y)={(xi,yi)|i=
原创 LZW Data Compression Algorithm
LZW is a “dictionary”-based data compression algorithm, created by Lempel and Ziv in 1978 (LZ78) and further refined by