Category Archives: Python Programming

Python gotchas

Here is the thing – I am a big fan of Python programming language. Now that there is an Intel distribution of Python, I don’t think I ever want to write in any other language again… Having said that, Python … Continue reading

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samplepy – a new Python Sampling Package

Hello my blog readers, This post is to introduce a new Python package samplepy. This package was written to simplify sampling tasks that so often creep-up in machine learning. The package implements Importance, Rejection and Metropolis-Hastings sampling algorithms. samplepy has … Continue reading

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A Tutorial on Hidden Markov Model with a Stock Price Example – Part 2

This is the 2nd part of the tutorial on Hidden Markov models. In this post we will look at a possible implementation of the described algorithms and estimate model performance on Yahoo stock price time-series. Implementation of HMM in Python … Continue reading

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A Tutorial on Hidden Markov Model with a Stock Price Example – Part 1

This tutorial is on a Hidden Markov Model. What is a Hidden Markov Model and why is it hiding? I have split the tutorial in two parts. Part 1 will provide the background to the discrete HMMs. I will motivate … Continue reading

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Gaussian Mixture Model with Application to Anomaly Detection

There are many flavors of clustering algorithms available to data scientists today. To name just a few would be to list k-means, KNN, LDA, parametric mixture models (e.g. Gaussian Mixture), hidden Markov for time-series and SOMs. Each mentioned model has … Continue reading

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