spacy包en models,深度学习、机器学习，英文文本分类必备模块

非常好的介绍线形模型和广义模型的书籍，对其基本理论及应用介绍全面，只不过是全英文的

Mayi老师的作品与对比MVG一起学习。完整版，不是草稿。

Hidden Markov Models (HMMs) provide a simple and effective framework for modelling time-varying spectral vector sequences. As a consequence, almost all present day large vocabulary continuous speech recognition (LVCSR) systems are based on HMMs. Whereas the basic principles underlying HMM-based LVCSR are rather straightforward, the approximations and simplifying assumptions involved in a direct implementation of these principles would result in a system which has poor accuracy and unacceptable sensitivity to changes in operating environment. Thus, the practical application of HMMs in modern systems involves considerable sophistication. The aim of this review is first to present the core architecture of a HMM-based LVCSR system and then describe the various refinements which are needed to achieve state-of-the-art performance. These refinements include feature projection, improved covariance modelling, discriminative parameter estimation, adaptation and normalisation, noise compensation and multi-pass system combination. The review concludes with a case study of LVCSR for Broadcast News and Conversation transcription in order to illustrate the techniques described.

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.

faster rcnn的模型。用sh脚本下载不下来的可以直接下载这个用，注意一定要下载全部4个文件

faster rcnn的模型。用sh脚本下载不下来的可以直接下载这个用，注意一定要下载全部4个文件

faster rcnn的模型。用sh脚本下载不下来的可以直接下载这个用，注意一定要下载全部4个文件

faster rcnn的模型。用sh脚本下载不下来的可以直接下载这个用，注意一定要下载全部4个文件