microprediction/precise

World beating online covariance and portfolio construction.

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dppalomar/covFactorModel

Covariance Matrix Estimation via Factor Models

Language: R - Size: 25.2 MB - Last synced at: 9 days ago - Pushed at: about 6 years ago - Stars: 33 - Forks: 12

pyRiemann/pyRiemann

Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python

Language: Python - Size: 1.34 MB - Last synced at: 9 days ago - Pushed at: 13 days ago - Stars: 672 - Forks: 168

pyRiemann/pyRiemann-qiskit

A library for machine learning and quantum programming based on pyRiemann and Qiskit projects

Language: Python - Size: 4.04 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 24 - Forks: 11

SanoScience/Synergistic-Eigenanalysis-Covariance-Hessian

Code related to the paper: Hartoyo, A., Argasiński, J., Trenk, A., Przybylska, K., Błasiak, A., & Crimi, A. (2025). Synergistic eigenanalysis of covariance and Hessian matrices for enhanced binary classification on health datasets. Computers in Biology and Medicine, 190, 109985.

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dppalomar/sparseEigen

Computation of Sparse Eigenvectors of a Matrix

Language: R - Size: 35.1 MB - Last synced at: 9 days ago - Pushed at: over 6 years ago - Stars: 13 - Forks: 10

applied-geodesy/bundle-adjustment

Bundle Adjustment for Close-Range Photogrammetry

Language: HTML - Size: 2.4 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 8 - Forks: 5

skggm/skggm

Scikit-learn compatible estimation of general graphical models

Language: Python - Size: 8.61 MB - Last synced at: 7 days ago - Pushed at: about 1 year ago - Stars: 247 - Forks: 45

maksimkolk/Cadastral-Map-Project

This report was created as part of a master's project at Eindhoven University of Technology, focusing on sparsifying the cadastral map of the Netherlands. The project was conducted in collaboration with Sioux Technologies on behalf of the Dutch Cadastre (Kadaster). Co-author names have been redacted for privacy.

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convexfi/fitHeavyTail

Mean and Covariance Matrix Estimation under Heavy Tails

Language: R - Size: 40.2 MB - Last synced at: 9 days ago - Pushed at: almost 2 years ago - Stars: 22 - Forks: 4

blasif/cocons

R package for nonstationary spatial modeling with covariate-based covariance functions

Language: R - Size: 15.8 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0

gregversteeg/LinearCorex

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

Language: Python - Size: 25.2 MB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 43 - Forks: 13

Pangoraw/SemiOrthogonal

:toothbrush: Unofficial re-implementation of Semi-orthogonal Embedding for Efficient Unsupervised Anomaly Segmentation

Language: Python - Size: 36.1 KB - Last synced at: 11 days ago - Pushed at: almost 3 years ago - Stars: 25 - Forks: 4

Ruuudy1/Seminar_DSAInQuant

Data Structures and Algorithms applications to Quantitative Finance

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Computer-Vision-Spring-2024/exVision-FacialSys

Desktop application incorporating face detection using Viola-Jones classical technique as well as face recognition using PCA analysis.

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JCGoran/coffe

The public repository for the code COFFE

Language: C - Size: 4.9 MB - Last synced at: 16 days ago - Pushed at: 6 months ago - Stars: 7 - Forks: 6

andrea-cavallo-98/Sparse-VNN

Implementation of S-VNN from the paper "Sparse Covariance Neural Networks".

Language: Python - Size: 26.6 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

PhVHoang/Activity-Recognition-CovMIJ

Skeleton-based method for activity recognition problem

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OrangePomeranian/methods_of_genetic_evaluation_of_animals

The project focused on the analysis of foxes from 3 different farms and the subsequent presentation of trait heritability results, genetic trends, breeding values and relationship matrix.

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lnzeta/effective-rank

Calculate the effective rank of a matrix

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TabithaDoicin/Quantum-Estimation-Theory-for-Optomechanics

Python implementation of Quantum Estimation Theory for a specific optomechanical system. Paper: https://arxiv.org/abs/2012.08876

Language: Python - Size: 201 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 2 - Forks: 0

andrea-cavallo-98/STVNN

Implementation of STVNN from the paper "Spatiotemporal Covariance Neural Networks", ECML PKDD 2024

Language: Python - Size: 1.98 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

SCUS3/Principal-Component-Analysis-PCA-Implementation

This repository contains a Python implementation of Principal Component Analysis (PCA) for dimensionality reduction and variance analysis. PCA is a powerful statistical technique used to identify patterns in data by transforming it into a set of orthogonal (uncorrelated) components, ranked by the amount of variance they explain.

Language: Python - Size: 35.2 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

PrincetonUniversity/cwf_denoise

Covariance Estimation and Denoising for Cryo-EM Images (Covariance Wiener Filtering)

Language: Matlab - Size: 1.64 MB - Last synced at: about 1 month ago - Pushed at: over 7 years ago - Stars: 14 - Forks: 6

PhilippeBaratta/COVMOS

COVMOS is an open-source Python library designed for rapidly simulating catalogues of cosmic objects in both real and redshift space.

Language: Python - Size: 453 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 6 - Forks: 1

juagarmar/Cov-Cor-matrix-via-Rhadoop

Covariance and correlation matrix via Rhadoop (rmr2 and HDFS)

Language: R - Size: 2.93 KB - Last synced at: about 1 year ago - Pushed at: about 8 years ago - Stars: 4 - Forks: 0

charlesdavid/JED

JED is a program for performing Essential Dynamics of protein trajectories written in Java. JED is a powerful tool for examining the dynamics of proteins from trajectories derived from MD or Geometric simulations. Currently, there are two types of PCA: distance-pair and Cartesian, and three models: COV, CORR, and PCORR.

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Jaswin-J/Terro-real-estate-agency

Finding out the most relevant features for pricing of a house

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AbhishekSalian/Principal-Component-Analysis

I have implemented this program from scratch to get better understanding of basics of PCA and mathematics behind this algorithm.

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GAD-DIMNT-CPTEC/GSIBerror

A Python class to read the records and attributes from the background error covariance matrices compatible with the Gridpoint Statistical Interpolation (in the .gcv file format)

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Andreza-Nascimento/Pattern-Recognition

This repository is a comprehensive archive of projects and assignments undertaken for the Pattern Recognition course (TIP8311) at the Federal University of Ceará as part of my Master's curriculum.

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Ivanrs297/pycuda-covariance-matrix

A PyCUDA covariance matrix parallel implementation

Language: Python - Size: 6.84 KB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 1

AlpMercan/Kalman-Filter-Application-Python

Implimentation of kalman filter for a vehicle with unknown location, noisy measurements using python

Language: Python - Size: 0 Bytes - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

Blupblupblup/Doppler-Signatures-Generation

Companion repository of the "Near OOD detection for low-resolution radar micro-Doppler signatures" paper

Language: MATLAB - Size: 126 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 10 - Forks: 3

MGallow/GLASSOO

Penalized precision matrix estimation via block-wise coordinate descent (graphical lasso)

Language: R - Size: 6.35 MB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 2 - Forks: 0

MGallow/Omega

Penalized precision matrix estimation

Language: R - Size: 5.99 MB - Last synced at: over 1 year ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0

csiro-robotics/iSICE

[CVPR2023] The official repository for paper "Learning Partial Correlation based Deep Visual Representation for Image Classification" To appear in 2023 The IEEE / CVF Computer Vision and Pattern Recognition Conference (CVPR)

Language: Python - Size: 1.68 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 3

AnestisTouloumis/ShrinkCovMat

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.

Language: R - Size: 2.63 MB - Last synced at: 5 days ago - Pushed at: almost 2 years ago - Stars: 8 - Forks: 4

MGallow/CVglasso

This R package is a wrapper around the popular "glasso" package with built-in cross validation and visualizations

Language: R - Size: 3.2 MB - Last synced at: 10 days ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 3

kkdey/CorShrink

R package for adaptive correlation and covariance matrix shrinkage.

Language: R - Size: 39.9 MB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 23 - 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: about 7 years ago - Stars: 2 - Forks: 3

pcirujeda/CovGT-3DRegistration-matlab

A 3D Scene Registration Method via Covariance Descriptors and an Evolutionary Stable Strategy Game Theory Solver

Language: Matlab - Size: 14.2 MB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 24 - Forks: 14

vaitybharati/Assignment-08-PCA-Data-Mining-Wine-

Assignment-08-PCA-Data-Mining-Wine data. Perform Principal component analysis and perform clustering using first 3 principal component scores (both heirarchial and k mean clustering(scree plot or elbow curve) and obtain optimum number of clusters and check whether we have obtained same number of clusters with the original data (class column we have ignored at the begining who shows it has 3 clusters)

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MaxInGaussian/SCFGP

SCFGP: Sparsely Correlated Fourier Features Based Gaussian Process

Language: Python - Size: 36.2 MB - Last synced at: over 1 year ago - Pushed at: about 7 years ago - Stars: 3 - Forks: 0

khorihutama/findDistance

Finding Covariance Matrix, Correlation Coefficient, Euclidean and Mahalanobis Distance

Language: Python - Size: 24.4 KB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 1

kavyadevd/CurveFittingAndHomography

Homework and assignments for ENPM 673

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anjalisilva/mixMPLNFA

R Package That Can Simultaneously Perform Factor Analysis And Cluster Analysis Of Count Data Via Parsimonious Finite Mixtures of Multivariate Poisson-Log Normal Factor Analyzers. This Model Permits For Parsimonious Covariance Structures And Dimension Reduction, Thus Reducing The Number Of Free Parameters To Be Calculated.

Language: R - Size: 204 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 1

simeonschaub/Covar.jl

Error propagation with covariant variables

Language: Julia - Size: 24.4 KB - Last synced at: 11 days ago - Pushed at: almost 6 years ago - Stars: 5 - Forks: 1

hiroyuki-kasai/ClassifierToolbox

A MATLAB toolbox for classifier: Version 1.0.7

Language: MATLAB - Size: 48.8 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 79 - Forks: 47

peterdalle/semproducible

Generates R code for your lavaan models automatically, which helps with reproducible open science

Language: R - Size: 3.45 MB - Last synced at: 10 days ago - Pushed at: about 3 years ago - Stars: 7 - Forks: 1

EliasRaninen/LinearPoolingOfSampleCovarianceMatrices

Code for the paper E. Raninen, D. E. Tyler and E. Ollila, "Linear pooling of sample covariance matrices," in IEEE Transactions on Signal Processing, Vol 70, pp. 659-672, 2022, doi: 10.1109/TSP.2021.3139207.

Language: MATLAB - Size: 52.7 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0

EliasRaninen/BASIC

Code for the paper E. Raninen and E. Ollila, "Bias Adjusted Sign Covariance Matrix," in IEEE Signal Processing Letters, vol. 29, pp. 339-343, 2022, doi: 10.1109/LSP.2021.3134940.

Language: MATLAB - Size: 19.5 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 0

EliasRaninen/CoupledRSCM

Code for the paper E. Raninen and E. Ollila, “Coupled regularized sample covariance matrix estimator for multiple classes,” in IEEE Transactions on Signal Processing, vol. 69, pp. 5681–5692, 2021, doi: 10.1109/TSP.2021.3118546.

Language: Python - Size: 138 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 0

gdmcdonald/WeightedLinearRegression

Matlab code for performing a weighted linear regression in matlab and getting out all the important stuff

Language: MATLAB - Size: 139 KB - Last synced at: almost 2 years ago - Pushed at: almost 6 years ago - Stars: 0 - Forks: 0

saramille/Breast-cancer-Data-analysis

This repository is a series of notebooks that show analysis and modeling of the Breast Cancer data from Kaggle.

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SCIA-Premium/DeepNLP

Explore the cutting edge of NLP with this deep learning repository, featuring models for text classification, sentiment analysis, and more.

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praveenVnktsh/ViolaJones-EigenFace

This is an implementation of a custom-trained face detection classifier using the Viola Jones Algorithm cascaded with an Eigen Face recognition system based on Principal Component Analysis.

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davpinto/master-thesis

My Master's thesis on Bayesian Classification with Regularized Gaussian Models

Language: R - Size: 40.7 MB - Last synced at: about 2 years ago - Pushed at: over 9 years ago - Stars: 2 - Forks: 1

danblatter/CovarianceConstructor

Builds a sparse covariance matrix given a set of model parameter locations (x,z), and a correlation kernel

Language: Julia - Size: 10.7 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

Arshad-Engineer/Noisy-LIDAR-point-cloud-data-Processing---Surface-Fitting

Given are two csv files, pc1.csv and pc2.csv, which contain noisy LIDAR point cloud data in the form of (x, y, z) coordinates of the ground plane. Find best surface fit

Language: Python - Size: 1.02 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

WLM1ke/LedoitWolf

Ledoit-Wolf covariance matrix estimator of stock returns

Language: Python - Size: 2.93 KB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 22 - Forks: 5

newTypeGeek/Network-Reconstruction 📦

Effect of hidden nodes on the reconstruction of bidirectional networks

Language: Python - Size: 450 KB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 2 - Forks: 1

Anshupriya2694/Portfolio-Optimization-Methods

This project used Neural Networks and ARIMA to perform portfolio rebalancing. Their performance is measured using MSE and the more efficient algorithm is used to perform realtime portfolio rebalncing.

Language: Jupyter Notebook - Size: 7.66 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 1

RefaelLasry/EstimationOfCovarianceMatrix

Estimation of the Covariance Matrix - linear and nonlinear shrinkage

Language: TeX - Size: 214 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 17 - Forks: 6

watanabe-j/eigvaldisp

R package for statistics of eigenvalue dispersion indices

Language: R - Size: 188 KB - Last synced at: 25 days ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

shubhammandhare10/Analyzing-Forecasting-Stock-Prices

Forecasting time series data using ARIMA models. Used covariance matrix to find dependencies between stocks.

Language: R - Size: 86.9 KB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0

lingxuez/sLED

An R package for testing high-dimensional covariance matrices

Language: R - Size: 82 KB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 10 - Forks: 1

MGallow/ADMMsigma

Penalized precision matrix estimation via ADMM

Language: R - Size: 18.1 MB - Last synced at: 26 days ago - Pushed at: over 6 years ago - Stars: 4 - Forks: 2

yhpong/Portfolio-Optimizer

Construct portfolios along mean-variance efficient frontier

Language: Visual Basic - Size: 4.43 MB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 6 - Forks: 5

AnisH521/R

Contains some Test of Statistics

Language: R - Size: 11.7 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

nbfigueroa/SPCM-CRP

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.

Language: MATLAB - Size: 130 MB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 6 - Forks: 2

elgw/poly2

library for 2D polygon measurements

Language: C - Size: 319 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

tharunchitipolu/Machine-Learning-for-Image-Processsing

Language: Jupyter Notebook - Size: 17.6 MB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 4 - Forks: 0

ajaybiswas22/PCA-Face-Recognition

Practical Implementation of Principle Component Analysis in identifying faces.

Language: Jupyter Notebook - Size: 3.58 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

Edgar-La/Machine_Learning

This repository contains exercises from the Machine Learning course.

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khanfarhan10/DIMENSIONALITY_REDUCTION

Taylor and Francis Book Publication (Routledge) : DIMENSIONALITY REDUCTION ALGORITHMS IN APPLIED MACHINE LEARNING

Size: 1.4 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 1

sweisser/ledoit_wolf

Ledoit Wolf shrinkage for covariance matrices in Java

Language: Java - Size: 5.86 KB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 1

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: about 2 years ago - Pushed at: over 6 years ago - Stars: 2 - Forks: 1

Isaius/PDI

Repositório para os trabalhos práticos da disciplina de Processamento Digital de Imagens 2019.2 UFPI

Language: Python - Size: 9.09 MB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

sushma1395/FIFA-19Data-Analysis

FIFA'19 datasets Analysis

Language: R - Size: 5.69 MB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 0 - Forks: 0

MGallow/SCPME

Shrinking characteristics of precision matrix estimators

Language: R - Size: 18.2 MB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 1

variani/bigcov

Covariance/Correlation for big data in base R

Language: R - Size: 2.39 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0

geophydog/covariance-matrix-spectral-width-anlysis

Language: C - Size: 11.7 KB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

jchambyd/FeatureSelection

Algorithms for feature selection based on covariance matrix.

Language: Java - Size: 56.4 MB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 2