Computational Statistics

My solution to the coding homeworks of the MVA course Computational Statistics by Stéphanie Allassonnière (https://sites.google.com/site/stephanieallassonniere/enseignements/methodes-mcmc-et-applications)

Includes:

• Simple implementation of SGD
• Implementation of Gaussian-Mixtures Model with EM algorithm and Adaptative Importance Sampling with Monte-Carlo method
• Implementation of Hastings-Metropolis Sampler and some extensions (Adaptative HM sampler within Gibbs and Parallel Tempering)