Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA(X, PPCA_DIM) computes the principal
％ component subspace U of dimension PPCA_DIM using a centred covariance
matrix X. The variable VAR contains the off-subspace variance (which
is assumed to be spherical), while the vector LAMBDA contains the
variances of each of the principal components. This is computed
using the eigenvalue and eigenvector decomposition of X.
一篇優(yōu)秀的博士論文,題目是 A particle swarm optimization based behavioral and Probabilistic fire evacuation model incorporating fire hazards and human behaviors
dysii is a C++ library for distributed Probabilistic inference and learning in large-scale dynamical systems. It provides methods such as the Kalman, unscented Kalman, and particle filters and smoothers, as well as useful classes such as common probability distributions and stochastic processes.
It s an entire application that uses knowdledge of Probabilistic and statistical math to generate and display radom variables characteristics and histograms...it includes a console too for changing or viewing general parameters in the form of commands sent to the application....Enjoy!
