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[
Matlab]
Waterfilling.Algorithm.rar
Waterfilling algorithm (from [Palomar and Fonollosa, Trans-SP2004]) to compute:
pi = (mu*ai- bi)^+
sum(pi) = Pt
By Daniel Perez Palomar (last revision: May 10, 2004).
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matlab Upload User:
gxy456789 Size:
1K
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[
Matlab]
RaoBlackwellisedParticleFilteringforDynamicBayesia
The software implements particle filtering and Rao Blackwellised particle filtering for conditionally Gaussian Models. The RB algorithm can be interpreted as an efficient stochastic mixture of Kalman filters. The software also includes efficient state-of- ...
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Algorithm Upload User:
ldf528 Size:
198K
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[
Matlab]
On-Line_MCMC_Bayesian_Model_Selection.rar
This demo nstrates how to use the sequential Monte Carlo algorithm with reversible jump MCMC steps to perform model selection in neural networks. We treat both the model dimension (number of neurons) and model parameters as unknowns. The derivation and ...
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Algorithm Upload User:
sinhoo2019 Size:
215K
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[
Matlab]
hmc.rar
Hybrid Monte Carlo sampling.SAMPLES = HMC(F, X, OPTIONS, GRADF) uses a hybrid Monte Carlo
algorithm to sample from the distribution P ~ EXP(-F), where F is the
first argument to HMC. The Markov chain starts at the point X, and
the function GRADF is the ...
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Algorithm Upload User:
b285004779 Size:
3K
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[
Visual C++ (VC++)]
re.rar
Fast Fourier Transform (FFT) algorithm. FFT- Fast Fourier transform. The length of X must be a power of two, for a fast radix-2 fast-Fourier transform algorithm is used
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Algorithm Upload User:
cdhaojian Size:
1K
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