Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python

Scikit-learn compatible estimation of general graphical models

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

Ledoit-Wolf covariance matrix estimator of stock returns

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

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

[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)

COVMOS is an open-source Python library designed for rapidly simulating catalogues of cosmic objects in both real and redshift space.

Evaluating machine learning methods for detecting sleep arousal, bachelor thesis by Jacob Stachowicz and Anton Ivarsson (2019)

Effect of hidden nodes on the reconstruction of bidirectional networks

A PyCUDA covariance matrix parallel implementation

Given are two csv files, pc1.csv and pc2.csv, which contain noisy LIDAR point cloud data in the form of (x, y, z) coordinates of the ground plane. Find best surface fit

SCFGP: Sparsely Correlated Fourier Features Based Gaussian Process

Code for the paper E. Raninen and E. Ollila, “Coupled regularized sample covariance matrix estimator for multiple classes,” in IEEE Transactions on Signal Processing, vol. 69, pp. 5681–5692, 2021, doi: 10.1109/TSP.2021.3118546.

A Python front-end for the large-scale graphical LASSO optimizer BigQUIC (written in R).

Implementation of STVNN from the paper "Spatiotemporal Covariance Neural Networks", ECML PKDD 2024

Construction of PCA class from scratch and 3 implementations of PCA.

Python implementation of Quantum Estimation Theory for a specific optomechanical system. Paper: https://arxiv.org/abs/2012.08876

Finding Covariance Matrix, Correlation Coefficient, Euclidean and Mahalanobis Distance

Implimentation of kalman filter for a vehicle with unknown location, noisy measurements using python