In this demo, I use the EM algorithm with a Rauch-Tung-Striebel smoother and an M step, which I ve recently derived, to train a two-layer perceptron, so as to classify medical data (kindly provided by Steve Roberts and Will Penny from EE, Imperial College). The data and simulations are described in: Nando de Freitas, Mahesan Niranjan and Andrew Gee Nonlinear State Space Estimation with Neural Networks and the EM algorithm After downloading the file, type "tar -xf EMdemo.tar" to uncompress it. This creates the directory EMdemo containing the required m files. Go to this directory, load matlab5 and type "EMtremor". The figures will then show you the simulation results, including ROC curves, likelihood plots, decision boundaries with error bars, etc. WARNING: Do make sure that you monitor the log-likelihood and check that it is increasing. Due to numerical errors, it might show glitches for some data sets.
标签: Rauch-Tung-Striebel algorithm smoother which
上传时间: 2016-04-15
上传用户:zhenyushaw
本文介绍了用c++实现em算法,非常有用!
标签: 算法
上传时间: 2014-11-30
上传用户:磊子226
高斯混合模型参数估计,EM算法,sunMOG.m为函数,testMOG4.m为测试程序
上传时间: 2014-03-09
上传用户:电子世界
一个很有用的EM算法程序包,可用于混合高斯模型,值得一看哦
上传时间: 2016-04-28
上传用户:llandlu
stl中map用法详解
上传时间: 2016-04-28
上传用户:sxdtlqqjl
Mapinfo Tab格式参考【dat id map tab】,英文的
上传时间: 2014-01-26
上传用户:zhyiroy
51单片机读EM卡的程序,EM卡输出是曼彻斯特吗有.很好用的.
上传时间: 2016-05-19
上传用户:luke5347
EM分群,matlab程式碼,用來分群用的
上传时间: 2013-11-25
上传用户:Andy123456
MAP 算法 源程序 第三代 数字通信 turbo码相关
上传时间: 2016-05-30
上传用户:wqxstar
% EM algorithm for k multidimensional Gaussian mixture estimation % % Inputs: % X(n,d) - input data, n=number of observations, d=dimension of variable % k - maximum number of Gaussian components allowed % ltol - percentage of the log likelihood difference between 2 iterations ([] for none) % maxiter - maximum number of iteration allowed ([] for none) % pflag - 1 for plotting GM for 1D or 2D cases only, 0 otherwise ([] for none) % Init - structure of initial W, M, V: Init.W, Init.M, Init.V ([] for none) % % Ouputs: % W(1,k) - estimated weights of GM % M(d,k) - estimated mean vectors of GM % V(d,d,k) - estimated covariance matrices of GM % L - log likelihood of estimates %
标签: multidimensional estimation algorithm Gaussian
上传时间: 2013-12-03
上传用户:我们的船长