rotationally-invariant-estimator

There are 0 repository under rotationally-invariant-estimator topic.

• 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)

  cross-correlationcross-correlation-processingdenoisinghigh-dimensional-datahigh-dimensional-probabilityhigh-dimensional-statisticsprobabilityprobability-statisticsprobability-theoryrandom-matricesrandom-matrixrandom-matrix-theoryrotationally-invariant-estimatorstatistics
  Language:Python 2