Experiments on statistical computing

This repository contains some experiments on statistical computing, most of which are assignments in course:

1. Gaussian mixture model: Parameter estimation using EM algorithm;
2. Missing values: Estimation of missing values using EM algorithm;
3. Hidden Markov model: Implementation of Forward, Backward, Viterbi and Baum-Welch algorithms.
4. Random Number Generation: Strategies on 1-D random number generation, like inverse transform method and acceptance-rejection method.
5. MCMC Simulation: Strategies on distribution simulation, including Gibbs sampling and Metropolis-Hastings algorithm, etc.