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: about 1 month ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 4

YiifeiWang/Random-Matrix-Theory

This is the computer project "Random matrix thoery" for the course "Applied stochastic analysis" lectured by Prof. Tiejun Li.

Language: Jupyter Notebook - Size: 693 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 0

TalaatGamal/Matrix-page

Language: HTML - Size: 2.93 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

paweljakubas/j-random-matrices

Linear algebra and random matrices using J

Language: J - Size: 354 KB - Last synced at: 3 months ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 1