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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 Bo…

statistics

probability

high-dimensional-data

cross-correlation

probability-theory

• Python
·
• 2
·
• Updated
  on Nov 15, 2021

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