Sparse Modeling Software (SPAMS)

SPAMS (SPArse Modeling Software) is an optimization toolbox composed of a set of binaries implementing algorithms to address various machine learning and signal processing problems involving a large number of small/medium size sparse decompositions.

Resampling Penalization for histogram selection in regression software

Resampling Penalization is a family of model selection procedure by penalization that can use any exchangeable weighted bootstrap resampling scheme to compute a penalty. It is properly defined in the general framework and extensively studied for histogram selection in regression (see journal paper). This software is a Matlab package for performing Resampling Penalization for several examples of weights in the histogram selection case. The Resampling Penalization package is provided free for non-commercial use under the terms of the GNU General Public License.