Python toolbox for sampling Determinantal Point Processes
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Updated
Aug 14, 2024 - Python
Python toolbox for sampling Determinantal Point Processes
Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
Open source code for ICML 2025 Paper: Eigenspectrum Analysis of Neural Networks without Aspect Ratio Bias
Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python
Adèlic spectral frameworks for computational number theory: exploring exact discrete bounds for pattern avoidance via CP-SAT, and quantum-physical realizations of automorphic L-function zeros.
Random matrix theory of polarized light scattering in disordered media
Minimal code and results from the paper 'Unveiling Order from Chaos by approximate 2-localization of random matrices'
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)
One matrix-free spectral primitive for an operator's whole spectral world — densities, moments, free convolution, pseudospectra, the Brown measure, dequantization diagnostics. Spans 18+ fields of math & physics. pip install resona
Code for my bachelor thesis Quantum chaos on Graphs. The main part of this repository is its root-finding solution. Then, the Nearest Neighbor Distribution is performed for the quantum spectra and also for the spectra of some random matrices.
Publishing this library to speed up civilization
Independent research study at University of California, San Diego in Random Matrix Theory applied in Machine Learning
This research work is about Limited Data Acquisition for the real life physical experiment of fluid flow across cylinder based on Kernelized Extended Dynamic Mode Decomposition by incorporating Gaussian Random Matrix Theory and Laplacian Kernel Function Hilbert space.
🧬 Financial Time Series Statistical Fingerprint Extractor — Distribution analysis, GARCH volatility modeling, HMM regime detection, RMT correlation denoising, and trading signal generation
Spectral analysis of neural network weights. Official library of "Diffract: Spectral View of LLM Domain Adaptation" (ICML 2026 Oral)
Kvantni haos / RMT (Random Matrix Theory) . GOE + Wigner-Dyson weighted ensemble. Spektralna statistika, level repulsion.
GSSM: a reproducing-kernel framework for the linear-SSM family (Mamba/S5/LRU as parametric special cases) + key-conditioned holographic recall. Research disclosure.
Merton portfolio optimization with a Wishart-process covariance (Dyson eigenvalue repulsion / RMT), solved via matrix Riccati and a Deep BSDE. 170 tests + CI.
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