I mentioned in a recent post that k-fold cross-validation could be parallelized in Matlab through parfor and that this strategy works quite well. I’ve updated my two GLM packages (boosted GAMs and GLMs with Gaussian priors) to take advantage of this strategy. On quad core and 6-core computers, you can expect improvements of around 2x … More Updated GLM packages: parallel cross-validation
I have posted a set of functions to fit GLMs with Gaussian priors on Matlab Central. GLMs are a class of models in which an internal variable is contructed linearly from regressors, ie, , and the observed variable is generated from the internal variable through a non-Gaussian noise process. GLMs include standard linear regression, Poisson … More Generalized linear models with Gaussian priors in Matlab
Updated 10/21/2011 I have some code on Matlab Central to automatically fit a 1D Gaussian to a curve and a 2D Gaussian or Gabor to a surface. The 2D Gaussian code can optionally fit a tilted Gaussian. In its basic form curve/surface fitting is straightforward (a call to lsqcurvefit will do the trick), but the … More Matlab code for 2D Gaussian surface fitting
*The short version: at the end of the post there’s some fast code (Matlab with MEX) for training an HMM for spike sorting* Earlier, we evaluated different solutions for sorting spikes for our 96-electrode array. One solution we looked at was spike sorting with HMMs (Hidden Markov Model). While most spike sorters first detect spikes … More Is it practical to train an HMM for spike sorting with Baum-Welch?
I just posted a script in Matlab Central that generates a .c file that can be compiled with mex based on a snippet of (purely numeric) C code and a definition of the arguments to the function. In the file description I show how to write a recursive (IIR) filter in 3 lines of C … More MEX file generator