dk.bayes.math

lds

package lds

Visibility
  1. Public
  2. All

Type Members

  1. case class EMSummary(priorMean: Gaussian, emissionVar: Double, iterations: Int) extends Product with Serializable

  2. trait LDSEM extends AnyRef

  3. trait LDSMStep extends AnyRef

    Learning parameters in Linear Dynamic Systems.

    Learning parameters in Linear Dynamic Systems.

    Based on: Zoubin Ghahramani, Geoffrey E. Hinton. Parameter Estimation for Linear Dynamical Systems, 1996 http://www.gatsby.ucl.ac.uk/~zoubin/papers/tr-96-2.pdf

Value Members

  1. object GenericLDSEM extends LDSEM with LazyLogging

  2. object GenericLDSLearn extends LDSMStep

    Default implementation of GenericLDSMStep.

    Default implementation of GenericLDSMStep. It supports one dimensional linear dynamical system only, where both state and observations are 1-D real vectors.

Ungrouped