Repository for the first year courses of the AIMS program

Modules in src:

Belief Propagation Algorithm
Expectation-Maximization Algorithm for Bayesian Linear Regression and for Gaussian Mixture models

Gaussian Process Regression
Auto-Regressive Model
Auto-Correlated Model
Kalman Filter (on going)

NB: Some of the code is simply converted from Matlab (original: http://www.robots.ox.ac.uk/~fwood/teaching/AIMS_CDT_ML_2015/homework/index.html)