Skip to content
#

random-matrices

Star

Here are 6 public repositories matching this topic...

Language: All
Filter by language
All 6 Jupyter Notebook 2 Python 2 C# 1 CSS 1

CFMTech / Optimal_cleaning_for_singular_values_of_cross-covariance_matrices

Star 2

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)

statistics probability high-dimensional-data cross-correlation probability-theory denoising probability-statistics random-matrix-theory random-matrix random-matrices cross-correlation-processing high-dimensional-statistics high-dimensional-probability rotationally-invariant-estimator
  • Updated Nov 15, 2021
  • Python

Improve this page

Add a description, image, and links to the random-matrices topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the random-matrices topic, visit your repo's landing page and select "manage topics."

Learn more