FredericW / OptimalMeanEstimateMatlab

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Introducing the AAA Mechanism generator (MATLAB)

Before the game, you may need the optimziation/ML toolboxes for using some of the function. There are two MATLAB live-scripts for demos (very similar to Jupyter Notebooks), (1) VarianceOptimal_Demo.mlx (2) VarianceOptimal_test.mlx

VarianceOptimal_Demo.mlx

In this live-script, you can set different (truncated) data distributions and observe the performance of the AAA mechanism comparing with others.

VarianceOPtimal_Demo.mlx

In this live-script, you can set a data distribution and really see how the AAA distribution looks like.

Additionally, opt_variance.m is the major component of the repo, which implemented what is shown in the paper (solving the optimization problem).

ENJOY!

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