maximum-likelihood-estimation

There are 2 repositories under maximum-likelihood-estimation topic.

MatthewReid854 / reliability
Reliability engineering toolkit for Python - https://reliability.readthedocs.io/en/latest/
python statistics modeling simulation data-science maximum-likelihood-estimation weibull-analysis reliability-engineering survival-analysis
Language:Python 393
dkanungo / Probabilistic-ML-for-finance-and-investing
Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python
finance investing probabilistic-programming trading uncertainty-quantification markov-chain-monte-carlo npv-analysis project-management aleatoric-uncertainty epistemic-uncertainty epistemology ontological-information ensemble-machine-learning generative-ai probabilistic-models capm maximum-likelihood-estimation portfolio-theory hamiltonian-monte-carlo monte-carlo-simulation
Language:Jupyter Notebook 116
models-by-example
m-clark / models-by-example
By-hand code for models and algorithms. An update to the 'Miscellaneous-R-Code' repo.
algorithms bayesian maximum-likelihood-estimation linear-regression logistic-regression neural-network zero-inflated mixed-models hamiltonian-monte-carlo lasso ridge-regression penalized-regression gradient-descent splines rkhs pca cox-model expectation-maximization machine-learning gaussian-processes
Language:R 72
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.
garch-models delta-hedging statistical-arbitrage maximum-likelihood-estimation
Language:Jupyter Notebook 68
physhik / Study-of-David-Mackay-s-book-
David Mackay's book review and problem solvings and own python codes, mathematica files
python data-science maximum-likelihood-estimation clustering-algorithm kmeans-clustering hamiltonian-monte-carlo gibbs-sampling monte-carlo-sampling mathematica-notebook
Language:Jupyter Notebook 58
jkirkby3 / pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
diffusion sde mle mle-estimation simulation monte-carlo maximum-likelihood statistics stochastic-differential-equations fitting estimation python brownian maximum-likelihood-estimation milstein fit sdes likelihood ait-sahalia
Language:Python 54
odubno / gauss-naive-bayes
Gauss Naive Bayes in Python From Scratch.
bayes bayes-classification bayes-classifier bayesian classification-model from-scratch gaussian-distribution iris-dataset maximum-likelihood maximum-likelihood-estimation naive-bayes naive-bayes-algorithm naive-bayes-classifier naive-bayes-implementation naive-bayes-python naive-bayes-tutorial normal-distribution normal-naive-bayes posterior-probability python
Language:Python 45
gbroques / naive-bayes
A Python implementation of Naive Bayes from scratch.
naive-bayes-classifier naive-bayes naive-bayes-algorithm naive-bayes-classification naivebayes naive naive-bayes-implementation naive-algorithm naive-bayes-tutorial python python3 laplace-smoothing classification data-mining data-mining-algorithms log-likelihood maximum-likelihood-estimation maximum-a-posteriori-estimation
Language:Python 40
ecrc / exageostat
A High Performance Unified Framework for Geostatistics on Manycore Systems.
climate-model maximum-likelihood-estimation prediction statistical-models machine-learning geostatistics manycore
Language:C 39
monty-se / PINstimation
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.
clustering-analysis expectation-maximisation-algorithm hierarchical-clustering information-asymmetry market-microstructure maximum-likelihood-estimation mixture-distributions poisson-distribution
Language:R 39
viodotcom / ppca_rs
Python+Rust implementation of the Probabilistic Principal Component Analysis model
data-science pca pca-analysis python rust dimensionality-reduction em-algorithm linear-algebra machine-learning machine-learning-algorithms maximum-likelihood maximum-likelihood-estimation missing-data missing-values
Language:Rust 36
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.
statistical-inference mathematical-statistics george-casella roger-berger statistics inferential-statistics inference bootstrap maximum-likelihood-estimation
Language:HTML 25
gcampanella / pydata-london-2018
Slides and notebooks for my tutorial at PyData London 2018
optimization linear-programming convex-optimization quadratic-programming quantile-regression elastic-net survival-analysis maximum-likelihood-estimation multilayer-perceptron deep-learning gradient-descent stochastic-gradient-descent tutorial pydata
Language:Jupyter Notebook 21
stat-ml / GeoMLE
This repo contains code for GeoMLE intrinsic dimension estimation algorithm
intrinsic-dimension maximum-likelihood-estimation manifold-learning
Language:Jupyter Notebook 20
KeplerGO / oktopus
🐙: Maximum likelihood model estimation using scipy.optimize
maximum-likelihood-estimation fisher-matrix maximum-a-posteriori-estimation
Language:Python 19
AliAmini93 / Data-Distribution-Finder
Developed a Windows-based app for analyzing data distributions and identifying the best-fitted distribution using the Maximum Likelihood Estimation algorithm. The app features histogram analysis, error ranking, and allows users to directly save results along with distribution charts.
app-development gui machine-learning maximum-likelihood-estimation pyqt5
Language:Python 18
ostad-ai / Machine-Learning
This repository contains topics and codes related to Machine Learning and Data Science, especially in Python
data-science data-visualization machine-learning naive-bayes python gram-schmidt linear-regression ridge-regression gradient-descent elastic-net lasso-regression coordinate-descent maximum-likelihood-estimation voronoi gaussian-mixture-models law-of-total-expectation radial-basis-functions multilayer-perceptron single-linkage-clustering agglomerative-hierarchical-clustering
Language:Jupyter Notebook 18
polyactis / Accucopy
Accucopy is a computational method that infers Allele-Specific Copy Number alterations from low-coverage low-purity tumor sequencing data.
copy-number cancer-genomics somatic-variants gaussian-mixture-models expectation-maximization maximum-likelihood-estimation bayesian-information-criterion auto-correlation
Language:C++ 17
cescalara / icecube_tools
Python tools for working with the IceCube public data.
python simulation icecube icecube-datasets neutrinos neutrino-astronomy maximum-likelihood-estimation hypothesis-testing
Language:Python 16
jungm2018 / communications_neural_net
Implementation of Neural Nets for Communications Channel Decoding using Log Likelihood Ratios
qam-modulation qam-demodulation bpsk maximum-likelihood-estimation communications-networks signal-processing simulation
Language:Jupyter Notebook 16
romain-e-lacoste / sparklen
A statistical learning toolkit for high-dimensional Hawkes processes in Python
empirical-risk-minimization machine-learning maximum-likelihood-estimation optimization python regularization statistics hawkes-process high-dimension
Language:Python 16
rsnemmen / Fermi-LAT-tutorial
Lectures on maximum likelihood estimation for astroparticle physics
fermi virtual-machine fermi-lat-data science gamma-ray-astronomy maximum-likelihood-estimation statistics
Language:Jupyter Notebook 16
jkirkby3 / BsplineDensity
B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.
basis bsplines density estimation kde kernel kernel-density kernel-density-estimation maximum-likelihood maximum-likelihood-estimation nonparametric nonparametric-regression nonparametric-statistics spline-fit statistics
Language:MATLAB 15
oliviergimenez / multievent_jags_R
Fit multievent capture-recapture models in R (maximum-likelihood), Nimble and JAGS (Bayesian)
jags multievent-models multistate rstats capture-recapture-models bayesian-inference maximum-likelihood-estimation nimble
Language:R 14
vanTeeffelenLab / ExTrack
ExTrack MLE for diffusive noisy single-particle tracks
diffusion image-analysis imagej-plugin maximum-likelihood-estimation microscopy python single-particle-tracking spt
Language:Jupyter Notebook 14
oguzhan-baser / Channel-Estimation
Estimating unknown static channel coefficients on a communication system utilizing Maximum Likelihood Single-Shot Estimation algorithm.
estimation monte-carlo-simulation maximum-likelihood channel-estimation digital-communications equalization maximum-likelihood-estimation single-shot
Language:MATLAB 12
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.
fixed-income monte-carlo maximum-likelihood-estimation vasicek cox-ingersoll-ross
Language:Jupyter Notebook 12
ideological-embeddings
corradomonti / ideological-embeddings
Code and data for the CIKM2021 paper "Learning Ideological Embeddings From Information Cascades"
tensorflow statistical-inference generative-model maximum-likelihood-estimation opinion-mining machine-learning papers-with-code cikm2021 embeddings node-embeddings ideology-classification
Language:Python 11
raphael-group / LAML
LAML is a maximum likelihood algorithm to infer cell phylogeny from dynamic lineage tracing data
lineage-tracing maximum-likelihood-estimation phylogeny single-cell tree-inference
Language:Python 11
hz-zhu / NPD-micro-saccade-detection
Neyman–Pearson Detector (NPD) for saccadic eye movements
visionprocessing detection-algorithm maximum-likelihood-estimation microsaccadic saccades saccade statistical-tests statistical-models statistical-analysis vision-science neyman-pearson-lemma estimation-algorithm
Language:C++ 8
magister-informatica-uach / INFO337
Herramientas estadísticas para la investigación
statistics regression mixture-model mcmc maximum-likelihood-estimation
Language:Jupyter Notebook 8
timothee-bacri / HMM_with_TMB
A gentle tutorial of accelerated parameter and confidence interval estimation for Hidden Markov Models using Template Model Builder
hidden-markov-model tmb confidence-intervals maximum-likelihood-estimation tutorial
Language:R 8
jeswheel / arima2
Software for maximum likelihood estimation of ARIMA models
arima arma maximum-likelihood-estimation time-series time-series-analysis r-package
Language:R 7
RishiDarkDevil / Numerical_Analysis_Projects
Numerical Analysis Projects
simulation physics-simulation matrix-factorization interpolation matrix-manipulation curve-fitting fitting-distribution finite-element-methods differential-equations maximum-likelihood-estimation root-finding
Language:HTML 7
WilliamBidle / QST
A public Python package to perform quantum state tomography through maximum likelihood estmation
masters-thesis maximum-likelihood-estimation python quantum quantum-computing simulation artificial-intelligence machine-learning
Language:Python 7
xRiskLab / fisher-scoring
A Python implementation of the Fisher Scoring algorithm
classification logistic-regression maximum-likelihood-estimation multinomial-logistic-regression
Language:Python 7

maximum-likelihood-estimation

MatthewReid854 / reliability

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

m-clark / models-by-example

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

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

jkirkby3 / pymle

odubno / gauss-naive-bayes

gbroques / naive-bayes

ecrc / exageostat

monty-se / PINstimation

viodotcom / ppca_rs

ankitbit / Advanced_Statistical_Inference

gcampanella / pydata-london-2018

stat-ml / GeoMLE

KeplerGO / oktopus

AliAmini93 / Data-Distribution-Finder

ostad-ai / Machine-Learning

polyactis / Accucopy

cescalara / icecube_tools

jungm2018 / communications_neural_net

romain-e-lacoste / sparklen

rsnemmen / Fermi-LAT-tutorial

jkirkby3 / BsplineDensity

oliviergimenez / multievent_jags_R

vanTeeffelenLab / ExTrack

oguzhan-baser / Channel-Estimation

upathare1 / Advanced-Term-Structures

corradomonti / ideological-embeddings

raphael-group / LAML

hz-zhu / NPD-micro-saccade-detection

magister-informatica-uach / INFO337

timothee-bacri / HMM_with_TMB

jeswheel / arima2

RishiDarkDevil / Numerical_Analysis_Projects

WilliamBidle / QST

xRiskLab / fisher-scoring