Latent Dirichlet allocation
Written by Tom SF Haines   
Thursday, 31 March 2011
A little while ago, early 2010 if I recall correctly, I had cause to implement LDA, using the Gibbs sampling method. I have finally found the time to clean the code up and stick it in my code repository, so you can now find a LDA implementation available at Its nothing fancy, but well commented with a few test examples and works as well as any other implementation (Well, a variational approach would be better, computationally speaking, but LDA is simple enough that it is probably not worth the effort.).

Last Updated ( Thursday, 31 March 2011 )
New theme
Written by Tom SF Haines   
Friday, 04 March 2011
Well, this website now looks less silly, bland, and maybe even half-way decent. All I've done is tweak the colours and change the background, but the effect is quite spectacular. I've been wanting to do this since the New Year, but see my last post for the reasons that didn't happen.

I am now intending to update with a greater frequency, not because I want to but because I have a backlog of stuff I want to put up here, and its not getting any shorter. Its mostly research stuff - code and papers.

And yes, in case anyone is wondering, the background is an upside down tree. Its a crop of a photo I took a few hundred meters from my parents house, just before Christmas when it had snowed heavily - went out and photographed all sorts of things. But a tree is kinda appropriate, given that this website is mostly research, most of which involves graphical models. Ok, a tree isn't a graph, and its a little too real to be considered a model, but it looks sweet, so I don't care:-P

A return to civilisation...
Written by Tom SF Haines   
Friday, 04 March 2011
My one (If I am being optimistic.) reader may have noticed I have been away. Though, in all probability this fictional being did not, given that I update this website so infrequently that no updates for two months is not just normal - it is to be expected. But the crux of it is that since just before Christmas my house in London lost internet, due to some cable being broken. Virgin media then lied to us, constantly for about two months, by which time we had given up and changed provider. I've detailed in the extended version of this story the scale of this screw up, but now I am back I will start updating my website again. At my usual ponderous pace:-)

Last Updated ( Friday, 04 March 2011 )
Gaussian Conjugate Prior Cheat Sheet
Written by Tom SF Haines   
Wednesday, 05 January 2011
I recently needed to do some work with the multivariate Gaussian distribution, in a fully Bayesian context. Surprisingly, I could not find a good reference for what I would consider a fairly basic subject area, so I wrote one (The book Bayesian Data Analysis has it all, but its hardly easy to tease out the relevant details.). By good I mean all equations given, with consistent notation throughout and, most importantly considering my use (Gibbs sampling, where I want to collapse out everything possible.), how to integrate out a Gaussian drawn from the conjugate prior, to determine the probability of a newly presented sample having been drawn from the Gaussian being estimated.

Gaussian Conjugate Prior Cheat Sheet.

Additionally, I wrote some python code to demonstrate it in action.

Gaussian Conjugate Prior Example.

Now I have gone to the effort of writing this I am going to have to sit down at some point and implement a Dirichlet process Gaussian mixture model, which is a pretty dam good density estimation method, and it would be nice to have it in my tool box. When I do I will of course upload it to my Google code repository.
Site Moved
Written by Tom SF Haines   
Friday, 26 November 2010
I've moved my website - whilst the last host wasn't criminal, unlike the one before, they were a bit incompetent, and I wanted more control, as in a virtual machine. Its now running off of Amazons web services, which are extra sweet, if a touch pricey for a personal website. There is this free offer thing right now however, so my costs for the next year shall be minimal - after that I'll decide if the convenience and general awesomeness is worth the cash.

In the transfer I deleted some old files that really are not needed - there will be some broken links. I am also going to make this website look a little less ugly, and well, random, shortly. There will be some down time, especially as I'm currently running some hacked code to get this old version of Joomla to work on a modern version of php, and need to do some upgrading.
Support vector machines
Written by Tom SF Haines   
Friday, 20 August 2010
Well, I'm soon going to need to upload code for a research paper, so thought I would make a repository and put some stuff up now, in anticipation. Just to make it have some purpose in the interim I've dumped a decent support vector machine implementation of mine into the repository.

These days I have gone for a coding method where I use Python with inline C++, compliments of scipy.weave, which is quite unusual, though I'm fairly sure that is simply because everybody else is content using the closed monstrosity that is matlab. Given that I give a dam about openness and code quality that makes me want to vomit.

The repository can be found at
Last Updated ( Thursday, 31 March 2011 )
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A weird tenticle thing, emerging from the website.