Compute the Kiefer-Wolfowitz nonparametric maximum likelihood estimator
Project description
Kiefer-Wolfowitz Nonparametric Empirical Bayes
Compute the Kiefer-Wolfowitz nonparametric maximum likelihood estimator for mixtures.
In contrast to the previous approaches, the optimization problem is reformulated into a convex problem by Koenker and Mizera (2014)'s method and efficiently solved by interior-point method.
Making Predictions With No Features - A Basic Usage
Given a training set T = {y_i}, the algorithm provides a way to construct a predictor of future y-values such that the sum of squared errors between observations and predictors is minimized.
Getting Started
Prerequisites
You will need:
- python (>= 3.6)
- pip (>= 19.0.3)
- MOSEK (>=8.1.30)
Important about MOSEK:
- MOSEK is a commercial optimization software. Please visit MOSEK for license information.
- PIP:
pip install -f https://download.mosek.com/stable/wheel/index.html Mosek --user
For different ways of installation, please visit their installation page.
- MOSEK needs to be installed in the GLOBAL environment.
Installing
pip install kwnpeb
Examples
- simple - The basic usage
- bayesball - In-season prediction of batting averages with the 2005 Major League baseball
Contributors
License
This project is licensed under the MIT License - see the LICENSE.md file for details
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
File details
Details for the file kwnpeb-0.1.11.tar.gz
.
File metadata
- Download URL: kwnpeb-0.1.11.tar.gz
- Upload date:
- Size: 3.4 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/1.13.0 pkginfo/1.5.0.1 requests/2.18.4 setuptools/40.8.0 requests-toolbelt/0.9.1 tqdm/4.31.1 CPython/3.6.8
File hashes
Algorithm | Hash digest | |
---|---|---|
SHA256 |
137a274b3d992a0d715fe508c5a5127fc5a71489d1fd1a490528180d2af21538
|
|
MD5 |
f0ff7b193bf46580ac6ebe7f441bbfbb
|
|
BLAKE2b-256 |
be9537fecd17b6f962157096d5eb5cdfdf7bf171185ef2c45579bfe18a51ffc0
|
File details
Details for the file kwnpeb-0.1.11-py3-none-any.whl
.
File metadata
- Download URL: kwnpeb-0.1.11-py3-none-any.whl
- Upload date:
- Size: 4.5 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/1.13.0 pkginfo/1.5.0.1 requests/2.18.4 setuptools/40.8.0 requests-toolbelt/0.9.1 tqdm/4.31.1 CPython/3.6.8
File hashes
Algorithm | Hash digest | |
---|---|---|
SHA256 |
15488fe8c9ff791f3dccf679bcfe61e33c01b388a8937005180963deff920a91
|
|
MD5 |
36e4ec4a67a9cfe28e5e297b78add984
|
|
BLAKE2b-256 |
7452f7b6a1dbe390fe4ce8fd6fecbe974f585d358efb658736e8d1301f2854f2
|