statistics

Minimalist's Kalman Filter Derivation, Part II

Derive multivariate Kalman Filter from Bayes Filter

Minimalist's Kalman Filter Derivation, Part I

Demonstrate the derivation of Kalman Filter in its simplest form: 1 dimensional case.

Quantile Regression

An introduction to quantile regression, an idea that can be used to estimate (and profile) the distribution of data.