covariance-matrix 开源项目推荐（121 个）

pyRiemann /pyRiemann

通过Python中的正值矩阵的Riemann几何进行多元数据的机器学习

microprediction /precise

Online Covariance and Correlation Estimation

skggm /skggm

Scikit-learn compatible estimation of general graphical models

hiroyuki-kasai /ClassifierToolbox

A MATLAB toolbox for classifier: Version 1.0.7

WLM1ke /LedoitWolf

Ledoit-Wolf covariance matrix estimator of stock returns

gregversteeg /LinearCorex

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

dppalomar /covFactorModel

Covariance Matrix Estimation via Factor Models

pyRiemann /pyRiemann-qiskit

A library for machine learning and quantum programming based on pyRiemann and Qiskit projects

Marco-Congedo /PosDefManifold.jl

A Julia package for manipulating data in the Riemannian Manifold of Positive Definite Matrices

pcirujeda /CovGT-3DRegistration-matlab

A 3D Scene Registration Method via Covariance Descriptors and an Evolutionary Stable Strategy Game Theory Solver

Pangoraw /SemiOrthogonal

🪥 Unofficial re-implementation of Semi-orthogonal Embedding for Efficient Unsupervised Anomaly Segmentation

RefaelLasry /EstimationOfCovarianceMatrix

Estimation of the Covariance Matrix - linear and nonlinear shrinkage

harsh14796 /Stock-Market-Analysis-With-Python

Performing the Financial Analysis on Historic Stock Market Data such as calculating various risks, returns,etc.

kkdey /CorShrink

R package for adaptive correlation and covariance matrix shrinkage.

mbauw /Doppler-Signatures-Generation

Companion repository of the "Near OOD detection for low-resolution radar micro-Doppler signatures" paper

convexfi /fitHeavyTail

Mean and Covariance Matrix Estimation under Heavy Tails

PrincetonUniversity /cwf_denoise

Covariance Estimation and Denoising for Cryo-EM Images (Covariance Wiener Filtering)

dppalomar /sparseEigen

Computation of Sparse Eigenvectors of a Matrix

PhVHoang /Activity-Recognition-CovMIJ

Skeleton-based method for activity recognition problem

marcoemorais /linalg-theory-intuition-code

Jupyter notebooks with notes, code, and exercises from Linear Algebra: Theory, Intuition, Code by Mike X Cohen (2021).