covariance-estimation
There are 28 repositories under covariance-estimation topic.
deeptime-ml/deeptime
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
pyRiemann/pyRiemann
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
microprediction/precise
World beating online covariance and portfolio construction.
mateuszbaran/CovarianceEstimation.jl
Lightweight robust covariance estimation in Julia
hrayrhar/T-CorEx
Implementation of linear CorEx and temporal CorEx.
convexfi/fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails
egpivo/SpatPCA
R Package: Regularized Principal Component Analysis for Spatial Data
kisungyou/CovTools
Statistical Tools for Covariance Analysis
luca590/High-Dimensional-Statistics
PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing
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.
benediktfesl/Quantized_Channel_Estimation
Implementation of the Paper "Channel Estimation for Quantized Systems based on Conditionally Gaussian Latent Models".
AEBilgrau/correlateR
General purpose correlation and covariance estimation
PrzeChoj/gips
gips - Gaussian model Invariant by Permutation Symmetry
dwrobel/TrivialKalmanFilter
Unidimensional trivial Kalman filter (header only, Arduino compatible) library
haozhestat/spatialFDA
R code and dataset for the paper on spatially functional data
javzapata/fgm
R package for Partially Separable Multivariate Functional Data and Functional Graphical Models
AvivNavon/MrRCE
Official implementation of Capturing Between-Tasks Covariance and Similarities Using Multivariate Linear Mixed Models [EJS 2020]
gregversteeg/py_bigquic
A Python front-end for the large-scale graphical LASSO optimizer BigQUIC (written in R).
neuroquant/tutorial-prni-2017
This repository contains iPython notebooks that run on the octave kernel to accompany tutorial and slides presented at PRNI
cdebeunne/uncertainties_CNN
A repo for toy examples to test uncertainties estimation of neural networks
Rae-Zou/Statistics-in-R
A few statistical methods appropriate for applications in the biological and social sciences.
gleday/beam
Fast Bayesian Inference in Large Graphical Models
mnarayan/ggmClass
A matlab class for ggm estimation
PeppeSaccardi/acmvup
Additive Covariance Modeling via Unconstrained Parametrization
prakhargurawa/Optimization-Algo-Comparision
Different optimization algorithms like Hill climbing, Simulated annealing, Late accepted Hill climbing , Genetic Algorithm is implemented from scratch.
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
yowald/elliptical-losses
Code accompanying the paper "Globally Optimal Learning for Structured Elliptical Losses", published at NeurIPS 2019
mnarayan/pyquic
Python wrapper for QUIC