Greg Ver Steeg

Non-parametric Entropy Estimation Toolbox

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Hierarchical unsupervised and semi-supervised topic models for sparse count data with CorEx

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CorEx or "Correlation Explanation" discovers a hierarchy of informative latent factors. This reference implementation has been superseded by other versions below.

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A flexible version of CorEx developed for bio-data challenges that handles missing data, continuous/discrete variables, multi-CPU, overlapping structure, and includes visualizations

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Transforms univariate data into normally distributed data

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The information sieve for discrete variables.

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Hamiltonian Dynamics with Non-Newtonian Momentum for Rapid Sampling

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Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

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The Linear Information Sieve

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Information-theoretic diffusion, simplified code example.

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