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GitHub topics: rotationally-invariant-estimator
CFMTech/Optimal_cleaning_for_singular_values_of_cross-covariance_matrices
Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
Language: Python - Size: 43 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 1
Related Keywords
cross-correlation
1
cross-correlation-processing
1
denoising
1
high-dimensional-data
1
high-dimensional-probability
1
high-dimensional-statistics
1
probability
1
probability-statistics
1
probability-theory
1
random-matrices
1
random-matrix
1
random-matrix-theory
1
rotationally-invariant-estimator
1
statistics
1