statistical_machine_learning

Assignments of lecture

1. linear discriminant analysis

2.asymptotic normality of ML estimated variance of normal distribution

3.projection pursuit regression

A comparison between s^4 and logcosh(s)

4.EM algorithm

5.Gaussian kernel density estimation

6.K-nearest neighbor

7. Probabilistic Matrix Factorization using Variational Bayesian Inference (using stan)

Reference:

Y. J. Lim and Y. W. Teh. Variational Bayesian approach to movie rating prediction. In: Proceedings of KDD cup and workshop. Vol. 7. Citeseer. 2007, pp.15--21.

Julia implementation