AAAI & CVPR 2016: Preconditioned Stochastic Gradient Langevin Dynamics (pSGLD)

This MultiDOE toolbox regroups many existing tools for generating sample points using many specific DOE techniques.

Subsampled Riemannian trust-region (RTR) algorithms

Hammersley Sampling method For Design of Experiments (DOE) has been implemented in MATLAB

MATLAB based project on verification of sampling theorem

Repository to the notes and relevant codes from previous lectures and talks.

Monte Carlo used for the seminar Monte Carlo Methods in Econometrics and Finance at the university of Copenhagen

Evaluating several new approaches to improve convergence of Randomized Kaczmarz (RK) for consistent ill-conditioned systems. This project explores the availability of convergence information among pairwise row differences and analyzes sampling techniques that involve clustering and spectral analysis.

My work on a generalized Shannon sampling (and filtering) algorithm, while I was a research student in the summer of 2016.

This is a repository for CS4ML. It is a general framework for active learning in regression problems. It approximates a target function arising from general types of data, rather than pointwise samples.

To process, analyse and data extract various types of signals (electrical, sinusoidal).