high-dimensional-statistics
There are 20 repositories under high-dimensional-statistics topic.
PhilBoileau/cvCovEst
An R package for assumption-lean covariance matrix estimation in high dimensions
carpentries-incubator/high-dimensional-stats-r
High-dimensional statistics with R
jhlinplus/high_dim_favar_estimation
Regularized estimation of high-dimensional FAVAR models
jaydu1/SparsePortfolio
High Dimensional Portfolio Selection with Cardinality Constraints
abhinavnatarajan/RedClust.jl
Julia package to perform Bayesian clustering of high-dimensional Euclidean data using pairwise dissimilarity information.
marmarelis/QDiffusion.jl
Leveraging the full dimensionality of single-cell transcriptomics (among other things!)
ylefay/high_dimensional_vector_autoregression
Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.
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)
jhlinplus/multi-layer-Gaussian-graphical-model
Official code repository for "Penalized MLE of multi-layer Gaussian Graphical Models"
michaelaerni/interpolation_robustness
Code for the paper "Interpolation can hurt robust generalization even when there is no noise" available here: https://papers.nips.cc/paper/2021/hash/c4f2c88e16a579900657c18726641c81-Abstract.html
ocbe-uio/BayesSurvive
Bayesian survival models for high-dimensional data
kasia-kobalczyk/mystatlearn
Accessible implementation of statistical learning algorithms, non-parametric and high-dimensional methods.
nuria-sv/toscca
Thresholded Ordered Sparse CCA
sfohr/NMD
Direct Python ports of Nonlinear Matrix Factorization implementations
bips-hb/CVN
Covariate-varying Networks
edcarp/2024-02-27_ed-dash_high-dim-stats
High-dimensional Statistics in R, online workshop 27 Feb - 1 Mar
edcarp/2024-03-19_ed-dash_high-dim-stats
High-dimensional Statistics in R, online workshop 19 - 22 Mar
edcarp/2024-06-11_ed-dash_high-dim-stats
High-Dimensional Statistics with R
LedererLab/HDExtremes
Fast and flexible models for extremal events.
markolalovic/direct-approach-to-fdr
On Storey’s direct approach to false discovery rates - High-Dimensional Data Analysis Seminar