Investigating Multimodal Density - Sampling Method

• Implemented the Repelling-Attracting Metropolis Algorithm for sampling from posterior distribution in searching for unknown sensor locations within a network which produces a multimodal joint posterior distribution.
• Compared RAM with other optimization methods such as BFGS and Metropolis Hasting, in terms of speed and accuracy
• Implemented RAM on 7D Exoplanet detection problem to sample posterior using a time-series radial velocity dataset.

Github Repository

• academic
• machine-learning
• data-analysis
• computer-vision
• PCA