Here are
61 public repositories
matching this topic...
Scikit-learn compatible estimation of general graphical models
Updated
Dec 24, 2020
Python
A MATLAB toolbox for classifier: Version 1.0.7
Updated
Jun 11, 2018
MATLAB
Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data
Updated
Nov 30, 2020
Python
R package for adaptive correlation and covariance matrix shrinkage.
A 3D Scene Registration Method via Covariance Descriptors and an Evolutionary Stable Strategy Game Theory Solver
Updated
Nov 29, 2018
MATLAB
Ledoit-Wolf covariance matrix estimator of stock returns
Updated
Aug 23, 2019
Python
Skeleton-based method for activity recognition problem
Updated
May 8, 2019
Jupyter Notebook
Estimation of the Covariance Matrix - linear and nonlinear shrinkage
Updated
Jul 6, 2018
Python
Unofficial re-implementation of Semi-orthogonal Embedding for Efficient Unsupervised Anomaly Segmentation
Updated
Jul 20, 2021
Python
Covariance Matrix Estimation via Factor Models
Mean and Covariance Matrix Estimation under Heavy Tails
Performing the Financial Analysis on Historic Stock Market Data such as calculating various risks, returns,etc.
Updated
Apr 19, 2018
Jupyter Notebook
Covariance Estimation and Denoising for Cryo-EM Images (Covariance Wiener Filtering)
Updated
Aug 8, 2017
MATLAB
Computation of Sparse Eigenvectors of a Matrix
An R package for testing high-dimensional covariance matrices
Provides nonparametric Steinian shrinkage estimators of the covariance matrix that are suitable in high dimensional settings, that is when the number of variables is larger than the sample size.
The public repository for the code COFFE
Toolbox for spectral non-parametric clustering of SPD matices (covariance matrices and ellipsoids). Also contains code for EM-based GMM learning and inference for Bayesian non-parametric CRP-GMM.
Updated
Mar 21, 2019
MATLAB
Construct portfolios along mean-variance efficient frontier
Updated
Sep 18, 2018
Visual Basic
SCFGP: Sparsely Correlated Fourier Features Based Gaussian Process
Updated
Feb 11, 2018
Python
Covariance and correlation matrix via Rhadoop (rmr2 and HDFS)
Error propagation with covariant variables
Updated
Apr 21, 2019
Julia
Penalized precision matrix estimation via ADMM
This repository contains data and code relative to the manuscript "A large covariance matrix estimator under intermediate spikiness regimes" by Matteo Farnè and Angela Montanari (
https://arxiv.org/abs/1711.08950 ).
Updated
Mar 26, 2021
MATLAB
A PyCUDA covariance matrix parallel implementation
Updated
Aug 20, 2020
Python
Effect of hidden nodes on the reconstruction of bidirectional networks
Updated
Jan 23, 2020
Python
Generates R code for your lavaan models automatically, which helps with reproducible open science
Bundle Adjustment for Close-Range Photogrammetry
Updated
May 10, 2021
HTML
Updated
Mar 3, 2021
Jupyter Notebook
This repository contains iPython notebooks that run on the octave kernel to accompany tutorial and slides presented at PRNI
Updated
Aug 18, 2018
Jupyter Notebook
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