maximum-likelihood-estimation

There are 180 repositories under maximum-likelihood-estimation topic.

  • MatthewReid854/reliability

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

    Language:Python316204071
  • models-by-example

    m-clark/models-by-example

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

    Language:R673016

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

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

    Language:Jupyter Notebook565010

  • 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 Notebook554015

  • odubno/gauss-naive-bayes

    Gauss Naive Bayes in Python From Scratch.

    Language:Python433021

  • jkirkby3/pymle

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

    Language:Python412312

  • gbroques/naive-bayes

    A Python implementation of Naive Bayes from scratch.

    Language:Python364027

  • ecrc/exageostat

    A High Performance Unified Framework for Geostatistics on Manycore Systems.

    Language:C346016

  • viodotcom/ppca_rs

    Python+Rust implementation of the Probabilistic Principal Component Analysis model

    Language:Rust34522

  • 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.

    Language:R29245

  • gcampanella/pydata-london-2018

    Slides and notebooks for my tutorial at PyData London 2018

    Language:Jupyter Notebook22406

  • KeplerGO/oktopus

    🐙: Maximum likelihood model estimation using scipy.optimize

    Language:Python19555

  • stat-ml/GeoMLE

    This repo contains code for GeoMLE intrinsic dimension estimation algorithm

    Language:Jupyter Notebook19643

  • jungm2018/communications_neural_net

    Implementation of Neural Nets for Communications Channel Decoding using Log Likelihood Ratios

    Language:Jupyter Notebook14102

  • polyactis/Accucopy

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

    Language:C++142234

  • cescalara/icecube_tools

    Python tools for working with the IceCube public data.

    Language:Python13488

  • jkirkby3/BsplineDensity

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

    Language:MATLAB13103

  • oliviergimenez/multievent_jags_R

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

    Language:R13201

  • vanTeeffelenLab/ExTrack

    ExTrack MLE for diffusive noisy single-particle tracks

    Language:Jupyter Notebook12314

  • 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:HTML11409
  • ideological-embeddings

    corradomonti/ideological-embeddings

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

    Language:Python9203

  • magister-informatica-uach/INFO337

    Herramientas estadĂ­sticas para la investigaciĂłn

    Language:Jupyter Notebook8105

  • oguzhan-baser/Channel-Estimation

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

    Language:MATLAB8103

  • hz-zhu/NPD-micro-saccade-detection

    Neyman–Pearson Detector (NPD) for saccadic eye movements

    Language:C++7002

  • timothee-bacri/HMM_with_TMB

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

    Language:R7201

  • 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 Notebook7303

  • 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:R6101

  • WilliamBidle/QST

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

    Language:Python6200

  • prakHr/NeuralNetworksAndFuzzyLogic

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

    Language:Jupyter Notebook5102
  • maths-behind-ML

    daodavid/maths-behind-ML

    Maths behind machine learning and some implementations from scratch.

    Language:Jupyter Notebook4291

  • 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:R4210

  • jb262/MaximumLikelihoodGammaDist

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

    Language:VBA4202

  • NEslahi/ACT

    Colored/White Guassian Noise Removal via Adaptive Thresholding in Curvelet Domain

    Language:MATLAB4211

  • pandafengye/MIST

    MIST: a metagenomic intra-species typing tool.

    Language:Python4100

  • RishiDarkDevil/Numerical_Analysis_Projects

    Numerical Analysis Projects

    Language:HTML4100

  • wlxiong/sprobit

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

    4202