GitHub topics: covariance-estimation
pyRiemann/pyRiemann
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
Language: Python - Size: 1.48 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 678 - Forks: 170
deeptime-ml/deeptime
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
Language: Python - Size: 13 MB - Last synced at: 6 days ago - Pushed at: 2 months ago - Stars: 808 - Forks: 87
PrzeChoj/gips
gips - Gaussian model Invariant by Permutation Symmetry
Language: R - Size: 26 MB - Last synced at: 20 days ago - Pushed at: 3 months ago - Stars: 8 - Forks: 2
microprediction/precise
World beating online covariance and portfolio construction.
Language: Jupyter Notebook - Size: 13.6 MB - Last synced at: 7 days ago - Pushed at: about 1 month ago - Stars: 299 - Forks: 50
gleday/beam
Fast Bayesian Inference in Large Graphical Models
Language: R - Size: 312 KB - Last synced at: 3 days ago - Pushed at: 2 months ago - Stars: 0 - Forks: 1
bsaul/geex
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
Language: R - Size: 4.59 MB - Last synced at: 3 days ago - Pushed at: about 1 year ago - Stars: 9 - Forks: 5
benediktfesl/Quantized_Channel_Estimation
Implementation of the Paper "Channel Estimation for Quantized Systems based on Conditionally Gaussian Latent Models".
Language: Python - Size: 66.4 KB - Last synced at: 3 months ago - Pushed at: over 1 year ago - Stars: 9 - Forks: 3
kisungyou/CovTools
Statistical Tools for Covariance Analysis
Language: R - Size: 23.6 MB - Last synced at: 1 day ago - Pushed at: almost 2 years ago - Stars: 14 - Forks: 6
JongueBongers/GEDI_Outlier_Detector
Outlier detection for GEDI waveform lidar data
Language: Jupyter Notebook - Size: 4.08 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0
convexfi/fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails
Language: R - Size: 40.2 MB - Last synced at: 2 months ago - Pushed at: about 2 years ago - Stars: 22 - Forks: 4
egpivo/SpatPCA
R Package: Regularized Principal Component Analysis for Spatial Data
Language: R - Size: 110 MB - Last synced at: 11 days ago - Pushed at: 10 months ago - Stars: 20 - Forks: 1
mateuszbaran/CovarianceEstimation.jl
Lightweight robust covariance estimation in Julia
Language: Julia - Size: 2.37 MB - Last synced at: about 17 hours ago - Pushed at: 7 months ago - Stars: 42 - Forks: 8
dwrobel/TrivialKalmanFilter
Unidimensional trivial Kalman filter (header only, Arduino compatible) library
Language: C++ - Size: 164 KB - Last synced at: 11 months ago - Pushed at: over 4 years ago - Stars: 5 - Forks: 2
mnarayan/ggmClass
A matlab class for ggm estimation
Language: Matlab - Size: 878 KB - Last synced at: 3 days ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0
AEBilgrau/correlateR
General purpose correlation and covariance estimation
Language: R - Size: 228 KB - Last synced at: 2 months ago - Pushed at: over 1 year ago - Stars: 6 - Forks: 2
gregversteeg/py_bigquic
A Python front-end for the large-scale graphical LASSO optimizer BigQUIC (written in R).
Language: Python - Size: 28.3 KB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 3
Rae-Zou/Statistics-in-R
A few statistical methods appropriate for applications in the biological and social sciences.
Language: R - Size: 589 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0
javzapata/fgm
R package for Partially Separable Multivariate Functional Data and Functional Graphical Models
Language: R - Size: 11.1 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 0
hrayrhar/T-CorEx
Implementation of linear CorEx and temporal CorEx.
Language: Python - Size: 49.8 MB - Last synced at: almost 2 years ago - Pushed at: almost 4 years ago - Stars: 35 - Forks: 10
haozhestat/spatialFDA
R code and dataset for the paper on spatially functional data
Language: R - Size: 4.62 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 3 - Forks: 1
luca590/High-Dimensional-Statistics
PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing
Language: R - Size: 10.3 MB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 10 - Forks: 4
cdebeunne/uncertainties_CNN
A repo for toy examples to test uncertainties estimation of neural networks
Language: Jupyter Notebook - Size: 17.4 MB - Last synced at: over 2 years ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0
prakhargurawa/Optimization-Algo-Comparision
Different optimization algorithms like Hill climbing, Simulated annealing, Late accepted Hill climbing , Genetic Algorithm is implemented from scratch.
Language: Python - Size: 131 KB - Last synced at: over 2 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0
AvivNavon/MrRCE
Official implementation of Capturing Between-Tasks Covariance and Similarities Using Multivariate Linear Mixed Models [EJS 2020]
Language: Jupyter Notebook - Size: 3.41 MB - Last synced at: over 2 years ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 0
PeppeSaccardi/acmvup
Additive Covariance Modeling via Unconstrained Parametrization
Language: R - Size: 14.6 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
RedCrow9564/EstimationOverGroups-FinalProject
This project was submitted as a requirement for this course. The course was administered in Spring 2020 in Tel-Aviv University - School of Mathematical Sciences
Language: Jupyter Notebook - Size: 188 KB - Last synced at: 6 months ago - Pushed at: almost 5 years ago - Stars: 0 - Forks: 0
yowald/elliptical-losses
Code accompanying the paper "Globally Optimal Learning for Structured Elliptical Losses", published at NeurIPS 2019
Language: Python - Size: 7.62 MB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0
neuroquant/tutorial-prni-2017
This repository contains iPython notebooks that run on the octave kernel to accompany tutorial and slides presented at PRNI
Language: Jupyter Notebook - Size: 261 KB - Last synced at: over 2 years ago - Pushed at: almost 7 years ago - Stars: 2 - Forks: 1
mnarayan/pyquic Fork of osdf/pyquic
Python wrapper for QUIC
Language: C - Size: 3.44 MB - Last synced at: 3 days ago - Pushed at: almost 8 years ago - Stars: 0 - Forks: 0