Speeding up with repmat function (MEX version)
To run your matlab applications with repmat “functionality” faster, you can use MEX format of this function from Lightspeed matlab toolbox.
With the same initial conditions you can see “productivity boosting”. Figure 1 – with default repmat function. Figure 2 – with MEX version of repmat function.
Fig.1 matlab default repmat function
Fig. 2 MEX version repmat
MLE, MAP, Bayes
Estimation: ML, Bayes, MAP
Principles and calculus at http://www-users.cselabs.umn.edu/classes/Fall-2008/csci5525/notes/estimate.pdf
Estimation
Simple explanation here:
01.5.10Given the evidence X, MLE considers the parameter vector Θ to be a constant and seeks out that value for the constant that provides maximum support for the evidence. ML does NOT allow us to inject our prior beliefs about the likely values for Θ in the estimation calculations.
MAP allows for the fact that the parameter vector Θ can take values from a distribution that expresses our prior beliefs regarding the parameters. MAP returns that value for Θ where the probability prob(Θ|X) is a maximum.
Both ML and MAP return only single and specific values for the parameter Θ. Bayesian estimation, by contrast, calculates fully the posterior distribution prob(Θ|X). Of all the Θ values made possible by this distribution, it is our job to select a value that we consider best in some sense. For example, we may choose the expected value of Θ assuming its variance is small enough.
The variance that we can calculate for the parameter Θ from its posterior distribution allows us to express our confidence in any specific
value we may use as an estimate. If the variance is too large, we may declare that there does not exist a good estimate for Θ.
Statistics, Probability, and Survey Sampling
Some tutorial materials in Statistics and Probability
This web site provides training and tools to help you solve statistics problems quickly, easily, and accurately – without having to ask anyone for help. Follow this link (http://stattrek.com/).
I’ll publish some of my thoughts as soon as I’ll get acquainted with this materials.
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