Trending Research

Sticky PDMP samplers for sparse and local inference problems

mschauer/ZigZagBoomerang.jl 15 Mar 2021

Compared to the Gibbs sampler for variable selection, we heuristically derive favourable dependence of the Sticky Zig-Zag sampler on dimension and data size.

Computation

99
0.03 stars / hour

Randomized Matrix Decompositions using R

erichson/ristretto 6 Aug 2016

The essential idea of probabilistic algorithms is to employ some amount of randomness in order to derive a smaller matrix from a high-dimensional data matrix.

Computation Mathematical Software Methodology

113
0.03 stars / hour

Synthetic Difference in Differences

synth-inference/synthdid 24 Dec 2018

We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods.

Methodology

261
0.02 stars / hour

$R^*$: A robust MCMC convergence diagnostic with uncertainty using gradient-boosted machines

TuringLang/MCMCChains.jl 17 Mar 2020

Markov chain Monte Carlo (MCMC) has transformed Bayesian model inference over the past three decades and is now a workhorse of applied scientists.

Methodology Applications

260
0.02 stars / hour

MCMC using Hamiltonian dynamics

ricvalp/aisampler 9 Jun 2012

Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals.

Computation Computational Physics

3
0.02 stars / hour

ruptures: change point detection in Python

deepcharles/ruptures 2 Jan 2018

ruptures is a Python library for offline change point detection.

Computation Mathematical Software

1,553
0.02 stars / hour

Beating the bookies with their own numbers - and how the online sports betting market is rigged

Lisandro79/BeatTheBookie 8 Oct 2017

The online sports gambling industry employs teams of data analysts to build forecast models that turn the odds at sports games in their favour.

Applications Other Computer Science Other Statistics

603
0.02 stars / hour

NILMTK: An Open Source Toolkit for Non-intrusive Load Monitoring

nilmtk/nilmtk 15 Apr 2014

We demonstrate the range of reproducible analyses which are made possible by our toolkit, including the analysis of six publicly available data sets and the evaluation of both benchmark disaggregation algorithms across such data sets.

Applications

820
0.02 stars / hour

Random lasso

skggm/skggm 18 Apr 2011

In step 2, a similar procedure to the first step is implemented with the exception that for each bootstrap sample, a subset of covariates is randomly selected with unequal selection probabilities determined by the covariates' importance.

Applications

237
0.02 stars / hour

Adaptive Nonparametric Psychophysics

facebookresearch/aepsych 19 Apr 2021

We introduce a new set of models and adaptive psychometric testing methods for multidimensional psychophysics.

Methodology Neurons and Cognition

49
0.01 stars / hour