covariance-matrix
There are 88 repositories under covariance-matrix topic.
pyRiemann/pyRiemann
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
skggm/skggm
Scikit-learn compatible estimation of general graphical models
microprediction/precise
World beating online covariance and portfolio construction.
hiroyuki-kasai/ClassifierToolbox
A MATLAB toolbox for classifier: Version 1.0.7
gregversteeg/LinearCorex
Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data
WLM1ke/LedoitWolf
Ledoit-Wolf covariance matrix estimator of stock returns
dppalomar/covFactorModel
Covariance Matrix Estimation via Factor Models
pcirujeda/CovGT-3DRegistration-matlab
A 3D Scene Registration Method via Covariance Descriptors and an Evolutionary Stable Strategy Game Theory Solver
kkdey/CorShrink
R package for adaptive correlation and covariance matrix shrinkage.
Pangoraw/SemiOrthogonal
:toothbrush: Unofficial re-implementation of Semi-orthogonal Embedding for Efficient Unsupervised Anomaly Segmentation
pyRiemann/pyRiemann-qiskit
A library for machine learning and quantum programming based on pyRiemann and Qiskit projects
convexfi/fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails
harsh14796/Stock-Market-Analysis-With-Python
Performing the Financial Analysis on Historic Stock Market Data such as calculating various risks, returns,etc.
RefaelLasry/EstimationOfCovarianceMatrix
Estimation of the Covariance Matrix - linear and nonlinear shrinkage
PhVHoang/Activity-Recognition-CovMIJ
Skeleton-based method for activity recognition problem
PrincetonUniversity/cwf_denoise
Covariance Estimation and Denoising for Cryo-EM Images (Covariance Wiener Filtering)
Blupblupblup/Doppler-Signatures-Generation
Companion repository of the "Near OOD detection for low-resolution radar micro-Doppler signatures" paper
dppalomar/sparseEigen
Computation of Sparse Eigenvectors of a Matrix
lingxuez/sLED
An R package for testing high-dimensional covariance matrices
AnestisTouloumis/ShrinkCovMat
Provides nonparametric Steinian shrinkage estimators of the covariance matrix that are suitable in high dimensional settings, that is when the number of variables is larger than the sample size.
csiro-robotics/iSICE
[CVPR2023] The official repository for paper "Learning Partial Correlation based Deep Visual Representation for Image Classification" To appear in 2023 The IEEE / CVF Computer Vision and Pattern Recognition Conference (CVPR)
JCGoran/coffe
The public repository for the code COFFE
peterdalle/semproducible
Generates R code for your lavaan models automatically, which helps with reproducible open science
yhpong/Portfolio-Optimizer
Construct portfolios along mean-variance efficient frontier
nbfigueroa/SPCM-CRP
Toolbox for spectral non-parametric clustering of SPD matices (covariance matrices and ellipsoids). Also contains code for EM-based GMM learning and inference for Bayesian non-parametric CRP-GMM.
PhilippeBaratta/COVMOS
COVMOS is an open-source Python library designed for rapidly simulating catalogues of cosmic objects in both real and redshift space.
charlesdavid/JED
JED is a program for performing Essential Dynamics of protein trajectories written in Java. JED is a powerful tool for examining the dynamics of proteins from trajectories derived from MD or Geometric simulations. Currently, there are two types of PCA: distance-pair and Cartesian, and three models: COV, CORR, and PCORR.
praveenVnktsh/ViolaJones-EigenFace
This is an implementation of a custom-trained face detection classifier using the Viola Jones Algorithm cascaded with an Eigen Face recognition system based on Principal Component Analysis.
simeonschaub/Covar.jl
Error propagation with covariant variables
Anshupriya2694/Portfolio-Optimization-Methods
This project used Neural Networks and ARIMA to perform portfolio rebalancing. Their performance is measured using MSE and the more efficient algorithm is used to perform realtime portfolio rebalncing.
applied-geodesy/bundle-adjustment
Bundle Adjustment for Close-Range Photogrammetry
Ivanrs297/pycuda-covariance-matrix
A PyCUDA covariance matrix parallel implementation
jacobstac/Bachelors-Thesis-Detection-of-Sleep-Apnea
Evaluating machine learning methods for detecting sleep arousal, bachelor thesis by Jacob Stachowicz and Anton Ivarsson (2019)
marcoemorais/linalg-theory-intuition-code
Jupyter notebooks with notes, code, and exercises from Linear Algebra: Theory, Intuition, Code by Mike X Cohen (2021).
newTypeGeek/Network-Reconstruction
Effect of hidden nodes on the reconstruction of bidirectional networks