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