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マサムネの部屋| 機械学習を学ぶ - パート 6
時系列分析

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時系列データを予測するために、簡単な確率モデルを考えます。モデルを考える上で、確率過程を使います。その中で、定常確率過程が大事です。今回の記事では、定常な時系列モデルであるMAモデルを解説します。
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機械学習

2019年のまとめ

2019年のまとめと、来年の抱負記事です。今年最も読まれた記事や、もっと読まれても良い記事を残してます。
統計学

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統計学

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Python R

最も簡単な異常検知の手法-ホテリングのT2 理論

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Python R

ベイズ統計学でブログのアクセス数を解析する

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Python R

変分推論をpythonで実装する

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ベイズ統計学

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ベイズ統計学に、変分推論という技があります。この技はEMアルゴリズムを知っていると分かりやすくなります。原理を解説し、ポアソン混合モデルに対して変分推論を適用します。 変分推論 未知の確率分布\(p\)があるとしましょう。この...
Python R

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