Empirical Intrinsic Geometry for Nonlinear Modeling and Time Series Filtering

By Talmon Ronen and Coifman Ronald R.
Proceedings of the National Academy of Sciences (2013)

  • Ronen Talmon

    Yale University

    USA

Created

October 31, 2013

Last update

November 1, 2013

Software

Matlab

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69

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1470

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295

Description

MATLAB code implementation of the toy example from: R. Talmon and R. R. Coifman, "Empirical intrinsic geometry for nonlinear modeling and time series filtering", in PNAS Vol. 110 No. 31 pp.12535-12540. *********************************************** This implementation generates the underlying diffusion processes and the corresponding measurements under the Poisson modality and recovers the underlying processes using the proposed EIG method. *********************************************** Execute: >> main.m ***********************************************

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