KL-aggregation

This repository contains code written during my Ph.D thesis for "Optimal Kullback-Leibler Aggregation in Mixture Density Estimation by Maximum Likelihood" paper. https://www.ems-ph.org/journals/show_pdf.php?issn=2520-2316&vol=1&iss=1&rank=1

Note: this code is provided 'as-is' and need refactoring to be used. It relies heavily on Numba, comment @jit decorator for testing.

Several portions of this code come from different sources, some of which I did not referenced properly, nevertheless, I thank the authors.

the models present in this repository are:

KL estimator for Mixture density estimation
Experiments used on my thesis (https://pastel.archives-ouvertes.fr/tel-01677233)

I also implemented

Adaptitve Dantzig estimator from from K. Bertin, E. Le Pennec and V. Rivoirard
SPADES estimator, by Florentina Bunea, Alexandre B. Tsybakov, Marten H. Wegkamp and Adrian Barbu

Name		Name	Last commit message	Last commit date
Latest commit History 153 Commits
pythonABC		pythonABC
Generation dict Gauss-Lapl + f_star.ipynb		Generation dict Gauss-Lapl + f_star.ipynb
Readme.md		Readme.md
adaptiveDantzig.py		adaptiveDantzig.py
algorithm.py		algorithm.py
clustering.ipynb		clustering.ipynb
densities.py		densities.py
densities_generator.py		densities_generator.py
densities_tools.py		densities_tools.py
density generator study.ipynb		density generator study.ipynb
dictionary_generator.py		dictionary_generator.py
extract_results.py		extract_results.py
main.py		main.py
plot_graphs.py		plot_graphs.py
ploter.py		ploter.py
profile_adaptive.py		profile_adaptive.py
result extract v2.ipynb		result extract v2.ipynb
simu-Copy1.ipynb		simu-Copy1.ipynb
simu.ipynb		simu.ipynb
simu2.py		simu2.py
simu_clustering.py		simu_clustering.py
simus.py		simus.py
spades.py		spades.py
test_solver_pb.py		test_solver_pb.py
tools.py		tools.py

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