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We present $textbf{PyRMLE}$, a Python module that implements Regularized Maximum Likelihood Estimation for the analysis of Random Coefficient models. $textbf{PyRMLE}$ is simple to use and readily works with data formats that are typical to Random Coefficient problems. The module makes use of Pythons scientific libraries $textbf{NumPy}$ and $textbf{SciPy}$ for computational efficiency. The main implementation of the algorithm is executed purely in Python code which takes advantage of Pythons high-level features.
Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not efficiently h
We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is embarrassingly parallel and can be implemented using the same Markov chain Monte
Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines, pattern r
In this tutorial we schematically illustrate four algorithms: (1) ABC rejection for parameter estimation (2) ABC SMC for parameter estimation (3) ABC rejection for model selection on the joint space (4) ABC SMC for model selection on the joint space.
The random coefficients model $Y_i={beta_0}_i+{beta_1}_i {X_1}_i+{beta_2}_i {X_2}_i+ldots+{beta_d}_i {X_d}_i$, with $mathbf{X}_i$, $Y_i$, $mathbf{beta}_i$ i.i.d, and $mathbf{beta}_i$ independent of $X_i$ is often used to capture unobserved heterogene