Documentation

Iterative estimation procedures

• L2-boosting
  • L2_boost
  • L2_boost.iterate()
  • L2_boost.predict()
  • L2_boost.get_noise_estimate()
  • L2_boost.get_aic_iteration()
• Landweber iteration
  • Landweber
• Conjugate gradients
  • ConjugateGradients
  • ConjugateGradients.iterate()
  • ConjugateGradients.get_estimate()
  • ConjugateGradients.get_discrepancy_stop()
  • ConjugateGradients.get_residual()
  • ConjugateGradients.get_strong_empirical_risk()
  • ConjugateGradients.get_weak_empirical_risk()
  • ConjugateGradients.get_strong_empirical_oracle()
  • ConjugateGradients.get_weak_empirical_oracle()
• Truncated SVD
  • TruncatedSVD
  • TruncatedSVD.iterate()
  • TruncatedSVD.get_estimate()
  • TruncatedSVD.get_discrepancy_stop()
  • TruncatedSVD.get_aic()
  • TruncatedSVD.get_weak_balanced_oracle()
  • TruncatedSVD.get_strong_balanced_oracle()
• Regression tree
  • RegressionTree
  • RegressionTree.iterate()
  • RegressionTree.get_balanced_oracle()
  • RegressionTree.get_discrepancy_stop()
  • RegressionTree.predict()

Montecarlo simulations

• Simulation Data
  • SimulationData
  • SimulationData.deriv2()
  • SimulationData.heat()
  • SimulationData.gravity()
  • SimulationData.phillips()
• Simulation Parameters
  • SimulationParameters
• Simulation Wrapper
  • SimulationWrapper
  • SimulationWrapper.run_simulation_truncated_svd()
  • SimulationWrapper.run_simulation_conjugate_gradients()
  • SimulationWrapper.run_simulation_landweber()

Examples

• Usage of the TruncatedSVD class
• Usage of the L2-boost class
• Usage of the Landweber class
• Usage of the SimulationWrapper class
• Usage of the RegressionTree class