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@eqs
eqs / GS_GMM.ipynb
Created August 18, 2019 02:57
混合ガウスモデルのギプスサンプリングのJulia実装
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@subpath
subpath / Gale-Shapley.ipynb
Last active November 16, 2023 22:07
Gale-Shapley algorithm
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@narrowlyapplicable
narrowlyapplicable / ts-test.ipynb
Last active March 3, 2020 15:24
StatModeling Memorandumの記事「二つの時系列データの間に「差」があるか判断するには」 <http://statmodeling.hatenablog.com/entry/difference-between-time-courses> をpystanに置き換えて実装
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@taiga4112
taiga4112 / lkf.py
Created November 15, 2016 07:13
Linear Kalman Filter sample
# -*- coding: utf-8 -*-
import numpy as np
import matplotlib.pyplot as plt
def lkf(T, Y, U, _X0, Sigma0, A, B, C, Q, R):
'''Linear Kalman Filter
- 状態方程式
X(t+1) = A*X(t) + B*U(t) + V(t), V(t) ~ N(0,Q)
- 観測方程式