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Bayesian Algorithms

By tholscla on Sun, 11/03/2013 - 11:26

Here are some Bayesian algorithms I use often.  These may or may not include code.

-t-distribution (Normal Inverse Chi-Squared represenation)

-multinomial logit and probit models with data augmentation

-lasso?

-hidden markov models

-Gaussian processes

-Regression