https://github.com/motykatomasz/multivariate-data-analysis

Repository for the lab assignments for "Multivariate Data Analysis" Course at TU Delft.
https://github.com/motykatomasz/multivariate-data-analysis

bayesian-inference gaussian-processes mcmc online-linear-regression python

Last synced: 21 days ago
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Repository for the lab assignments for "Multivariate Data Analysis" Course at TU Delft.

• Host: GitHub
• URL: https://github.com/motykatomasz/multivariate-data-analysis
• Owner: motykatomasz
• Created: 2019-10-11T18:26:48.000Z (about 5 years ago)
• Default Branch: master
• Last Pushed: 2021-10-05T09:59:22.000Z (over 3 years ago)
• Last Synced: 2024-10-27T23:14:07.851Z (2 months ago)
• Topics: bayesian-inference, gaussian-processes, mcmc, online-linear-regression, python
• Language: Jupyter Notebook
• Homepage:
• Size: 2.9 MB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Multivariate Data Analysis

This repository contains the implementations of the lab assignments done for the MSc Course *Multivariate Data Analysis* at TU Delft. All the algorithms are implemented from scratch.

## 1st Assignment

The first lab assignment contains the implementation of the simple **online linear regression** algorithm where mean and covaraince of the posterior are updated with every new data sample..

## 2nd Assignment

The second lab assignment contains the implementation of different algorithms for computing the posterior when closed-form solution isn't possible: **Laplace approximation**, **Markov Chain Monte Carlo**, **Gibb's Sampling**.

## 3rd Assignment

The third lab assignment contais some example realisations of Gaussian Processes with different kernels and the algorithm for **Gaussian Process classification using Gibb's Sampling**.