FMZennaro / PSF

Periodic Sparse Filtering

PSF

Code for the Periodic Sparse Filtering algorithm

Reference

[1] Zennaro, F. M. & Chen, K. On Covariate Shift Adaptation via Sparse Filtering arXiv preprint arXiv:1607.06781, 2016

[2] Zennaro, F. M. & Chen, K. Towards Understanding Sparse Filtering: A Theoretical Perspective arXiv preprint arXiv:1603.08831, 2016