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 at: 2 months ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 4
Related Keywords
cross-correlation
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cross-correlation-processing
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denoising
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high-dimensional-data
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high-dimensional-probability
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high-dimensional-statistics
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probability
1
probability-statistics
1
probability-theory
1
random-matrices
1
random-matrix
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random-matrix-theory
1
rotationally-invariant-estimator
1
statistics
1