Frank Wood
fwood
@ cs
<dot> brown
<dot> edu -- (401) 351-4222
- Hypergeometric Functions
-
Matlab contains a Hypergeometric1F1 function named hypergeom which unfortunately calls underlying maple symbolic routines instead of numerically approximating the function value by truncating the series as I do in these matlab scripts: Hypergeometric1F1.m Hypergeometric1F1Regularized.m
- Infinite Gaussian Mixture Modeling
-
Infinite mixture modeling (also known as Dirichlet process mixture modeling)
is being applied with success in a number of domains including document modeling, 3-d scene reconstruction,
and so forth. Following on Rasmussen's NIPS 2000 paper, The Infinite Gaussian Mixture Model,
I implemented the multivariate Gaussian infinite mixture model and an MCMC sampler to learn model parameters given data. In my 2006 EMBS submission, A non-parametric bayesian approach
to spike sorting PDF, I applied this code to the problem of spike sorting. This is a generic Chinese Restaurant Process hybrid Gibbs/Metropolis
sampler implementation of infinite Gaussian mixture modeling, with a simple example application. .zip
- Mixed Discrete-Continuous Particle Filter Estimation
-
This code forms the basis for my EMBS 2005 submission entitled Inferring
attentional state and kinematics from motor cortical firing rates .pdf. In this work a mixed continuous (monkey hand state)
and discrete (attentional state) model is defined and a
particle filter
is used to recursively estimate both simultaneously from firing rates from the same motor cortical population.
.zip
