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一、
高斯混合模型(Gaussian Mixture models, GMM)
高斯模型
当样本数据 X
是一维数据（Univariate）时，高斯分布遵从下方概率密度函数（Probability
Density Function）： 其...
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如何通俗理解EM算法
一. 极大似然
最大期望算法（Expectation-maximization
algorithm，又译为期望最大化算法），是在概率模型中寻找参数最大似然估计或者最大后验估计的算法，其中概率模型依赖于无法观测的隐性变量。
...
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Many estimation and control problems involve a process of the form
where is
the discrete-time step corresponding to the c...
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Inverse Matrix Update
for Kernel Matrix
Here, we summarized 3 different inverse matrix update methods for
kernel matrixes....
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A
Tutorial on Recursive methods in Linear Least Squares Problems
1 Introduction
This tutorial motivates the use of Recursi...
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Baek, Seungmin, et al. "An Adaptive Model Uncertainty Estimator Using
Delayed State-Based Model-Free Control and Its Appli...
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Stulp, F., & Sigaud, O. (2015). Many regression algorithms, one
unified model: A review. Neural Networks, 69,
60-79.
...
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Column Space and Null
Space of a Matrix
Definition: Column Space of a Matrix
The column space of an matrix is the span...
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I. Motivation
First of all, why use Gaussian Process to do regression? Or even,
what is regression? Regression is a commo...
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Taylor Series:
Suppose is a real function on
, is a positive integer, the function
are
continuous on , and exits for ...