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
time-series-analysis markov-state-model covariance-estimation markov-model python hidden-markov-model koopman-operator coherent-set-detection
Language:Python 817
pyRiemann
pyRiemann / pyRiemann
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
eeg brain-computer-interface python machine-learning riemannian-geometry statistics signal-processing time-series covariance-estimation covariance-matrix positive-definite-matrices symmetric-matrices hermitian-matrices image-processing radar-image remote-sensing
Language:Python 695
precise
microprediction / precise
World beating online covariance and portfolio construction.
covariance-estimation covariance-matrix investment-portfolio portfolio
Language:Jupyter Notebook 294
mateuszbaran / CovarianceEstimation.jl
Lightweight robust covariance estimation in Julia
julia statistics covariance covariance-estimation
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 37
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 22
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 20
kisungyou / CovTools
Statistical Tools for Covariance Analysis
r covariance covariance-estimation
Language:R 14
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 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.
asymptotics covariance-estimates covariance-estimation estimate-parameters estimating-equations estimation inference m-estimation r robust sandwich
Language:R 9
AEBilgrau / correlateR
General purpose correlation and covariance estimation
covariance cross-correlation cross-covariance partial-correlations r covariance-estimation
Language:R 6
PrzeChoj / gips
gips - Gaussian model Invariant by Permutation Symmetry
machine-learning normal-distribution r r-package covariance-estimation
Language:R 6
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++ 5
haozhestat / spatialFDA
R code and dataset for the paper on spatially functional data
functional-data-analysis spatial-statistics principal-component-analysis dimensionality-reduction zillow covariance-estimation prediction
Language:R 5
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
prni2017 neuroimaging fmri batch-effects multi-site-imaging covariance-matrix covariance-estimation
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
JongueBongers / GEDI_Outlier_Detector
Outlier detection for GEDI waveform lidar data
gaussian-mixture-models geospatial-data-analysis isolation-forest machine-learning autoencoder covariance-estimation outlier-detection pca umap
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
covariance-estimation neurips-2019 regression-algorithms robust-regresssion structured-prediction
Language:Python 0
mnarayan / pyquic
Python wrapper for QUIC
graphical-models covariance-estimation optimization
Language:C
qmyhd / DS3001-Programming-Fundamentals
Fundamental programming exercises and projects covering Python essentials, statistical analysis, data visualization, optimization, and ML foundations. Includes implementations using NumPy, Matplotlib, Pandas, and other Python libraries.
covariance-estimation feature-engineering matplotlib numpy seaborn
Language:Jupyter Notebook