covariance-estimation

There are 0 repository under covariance-estimation topic.

deeptime-ml / deeptime
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
coherent-set-detection covariance-estimation hidden-markov-model koopman-operator markov-model markov-state-model python time-series-analysis
Language:Python 693
pyRiemann
pyRiemann / pyRiemann
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
brain-computer-interface covariance-estimation covariance-matrix eeg hermitian-matrices machine-learning positive-definite-matrices python riemannian-geometry signal-processing statistics symmetric-matrices time-series
Language:Python 577
precise
microprediction / precise
World beating online covariance and portfolio construction.
covariance-estimation covariance-matrix investment-portfolio portfolio
Language:Jupyter Notebook 189
mateuszbaran / CovarianceEstimation.jl
Lightweight robust covariance estimation in Julia
covariance covariance-estimation julia statistics
Language:Julia 42
hrayrhar / T-CorEx
Implementation of linear CorEx and temporal CorEx.
machine-learning information-theory unsupervised-learning clustering corex temporal-data covariance-estimation
Language:Python 35
fitHeavyTail
convexfi / fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails
covariance-matrix covariance-estimation heavy-tailed-distributions student-t tyler cauchy outliers robust-estimation
Language:R 19
egpivo / SpatPCA
R Package: Regularized Principal Component Analysis for Spatial Data
r covariance-estimation lasso splines pca rcpparmadillo rcppparallel r-package eigenfunctions regularization spatial spatial-data-analysis admm matrix-factorization
Language:R 18
kisungyou / CovTools
Statistical Tools for Covariance Analysis
r covariance covariance-estimation
Language:R 12
luca590 / High-Dimensional-Statistics
PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing
imputation factor-analysis dimensional-statistics covariance-estimation hypothesis-testing markowitz-portfolio pca r gaussian-graphical-models ising-model
Language:R 10
bsaul / geex
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
estimating-equations sandwich covariance-estimates m-estimation robust covariance-estimation asymptotics estimate-parameters estimation inference r
Language:R 8
AEBilgrau / correlateR
General purpose correlation and covariance estimation
covariance covariance-estimation cross-correlation cross-covariance partial-correlations r
Language:R 6
PrzeChoj / gips
gips - Gaussian model Invariant by Permutation Symmetry
machine-learning normal-distribution r r-package covariance-estimation
Language:R 5
benediktfesl / Quantized_Channel_Estimation
Implementation of the Paper "Channel Estimation for Quantized Systems based on Conditionally Gaussian Latent Models".
channel-estimation covariance-estimation gaussian-mixture-models generative-model machine-learning quantization variational-autoencoder
Language:Python 4
dwrobel / TrivialKalmanFilter
Unidimensional trivial Kalman filter (header only, Arduino compatible) library
kalman library arduino arduino-library filter header-only noise-reduction covariance-estimation linear-quadratic-estimation lqe platformio
Language:C++ 4
haozhestat / spatialFDA
R code and dataset for the paper on spatially functional data
covariance-estimation dimensionality-reduction functional-data-analysis prediction principal-component-analysis spatial-statistics zillow
Language:R 4
javzapata / fgm
R package for Partially Separable Multivariate Functional Data and Functional Graphical Models
functional-data-analysis graphical-models covariance-estimation gaussian-processes karhunen-loeve r neuroscience neuroimaging-data
Language:R 4
AvivNavon / MrRCE
Official implementation of Capturing Between-Tasks Covariance and Similarities Using Multivariate Linear Mixed Models [EJS 2020]
machine-learning covariance-estimation sparse-reconstruction linear-mixed-models covariance-selection
Language:Jupyter Notebook 2
gregversteeg / py_bigquic
A Python front-end for the large-scale graphical LASSO optimizer BigQUIC (written in R).
lasso sparse-matrix covariance-matrix covariance-estimation
Language:Python 2
neuroquant / tutorial-prni-2017
This repository contains iPython notebooks that run on the octave kernel to accompany tutorial and slides presented at PRNI
batch-effects covariance-estimation covariance-matrix fmri multi-site-imaging neuroimaging prni2017
Language:Jupyter Notebook 2
cdebeunne / uncertainties_CNN
A repo for toy examples to test uncertainties estimation of neural networks
cnn uncertainty-neural-networks covariance-estimation pytorch
Language:Jupyter Notebook 1
Rae-Zou / Statistics-in-R
A few statistical methods appropriate for applications in the biological and social sciences.
statistical-models anova-analysis t-test covariance-estimation
Language:R 1
gleday / beam
Fast Bayesian Inference in Large Graphical Models
statistics graphical-models undirected-graphs covariance-estimation inverse-covariance bayesian-inference network-analysis empirical-bayes high-dimensional-data high-dimensional-inference
Language:R 0
mnarayan / ggmClass
A matlab class for ggm estimation
statistics graphical-models networks covariance-estimation distribution-shifts
Language:MATLAB 0
PeppeSaccardi / acmvup
Additive Covariance Modeling via Unconstrained Parametrization
rpackage likelihood covariance-estimation
Language:R 0
Optimization-Algo-Comparision
prakhargurawa / Optimization-Algo-Comparision
Different optimization algorithms like Hill climbing, Simulated annealing, Late accepted Hill climbing , Genetic Algorithm is implemented from scratch.
optimization optimization-algorithms hill-climbing simulated-annealing pso-algorithm particle-swarm-optimization covariance-estimation genetic-algorithm genetic-algorithms machine-learning-algorithms machine-learning
Language:Python 0
RedCrow9564 / EstimationOverGroups-FinalProject
This project was submitted as a requirement for this course. The course was administered in Spring 2020 in Tel-Aviv University - School of Mathematical Sciences
algorithm covariance-estimation
Language:Jupyter Notebook 0
yowald / elliptical-losses
Code accompanying the paper "Globally Optimal Learning for Structured Elliptical Losses", published at NeurIPS 2019
regression-algorithms neurips-2019 covariance-estimation robust-regresssion structured-prediction
Language:Python 0
mnarayan / pyquic
Python wrapper for QUIC
covariance-estimation graphical-models optimization
Language:C