UNSUPERVISED LEARNING
GENERAL LATENT FEATURE MODELING
Check out the implementation of a general Bayesian nonparametric latent feature model suitable for heterogeneous datasets. This implementation includes code for data exploration and missing data imputation.
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GENERAL LATENT FEATURE MODEL (GLFM) (Python, Matlab an R)
You can find more information about the GLFM in our
Arxiv paper and
NIPS'14 paper. Please, feel free to send any suggestions, comments, bugs or alternative implementation to melanie[at]tsc.uc3m.es or isabel.valera[at]tuebingen.mpg.de
CLUSTERING OF CONTINUOUS-TIME STREAMING DATA
Check out the implementation of the hierarchical Dirichlet-Hawkes process (hdhp), which includes both the generation and the inference algorithm to cluster continuous-time grouped streaming data.
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HIERARCHICAL DIRICHLET-HAWKES PROCESS (HDHP) (Python)
You can find more information about the HDHP in our
WWW'17 paper. Please, feel free to send any suggestions, comments, bugs or alternative implementation to cmav[at]bu.edu
SOURCE SEPARATION
Check out the implementation of the infinite factorial dynamical model (iFDM), a general Bayesian non-
parametric model for source separation.
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INFINITE FACTORIAL DYNAMICAL MODEL (iFDM) (Matlab)
You can find more information about the iFDM in our
NIPS'15 paper. Please, feel free to send any suggestions, comments, bugs or alternative implementation to f.ruiz[at]columbia.edu or miv24[at]cam.ac.uk