Replication package for Abbring and Salimans (2021), "The Likelihood of Mixed Hitting Times," with MATLAB code for estimating mixed hitting-time models
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Updated
May 20, 2021 - MATLAB
Replication package for Abbring and Salimans (2021), "The Likelihood of Mixed Hitting Times," with MATLAB code for estimating mixed hitting-time models
Fast Expectation Maximization (EM) algorithm for weighted samples in MATLAB
This repository contains functions for obtaining posterior samples of allocation variables in multiple Bayesian over-fitted (sparse finite) mixed-scale mixture models. Mixture models included: 1) Bayesian Tensor Mixture of Product Kernels model (BayesTMPK), 2) Modularized Tensor Factorizations (MOTEF), 3) Bayesian Mixture of Product Kernels (Bay…
Unsupervised Learning of Mixture of von Mises-Fisher distributions using Minimum Message Length
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