covariance-matrix topic

Skeleton-based method for activity recognition problem

PhVHoang

Scikit-learn compatible estimation of general graphical models

skggm

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

pyRiemann

A MATLAB toolbox for classifier: Version 1.0.7

hiroyuki-kasai

World beating online covariance and portfolio construction.

microprediction

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

Pangoraw

Covariance Matrix Estimation via Factor Models

dppalomar

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

gregversteeg

Ledoit-Wolf covariance matrix estimator of stock returns

WLM1ke

Estimation of the Covariance Matrix - linear and nonlinear shrinkage

RefaelLasry