random-matrix-theory
Here are 16 public repositories matching this topic...
Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
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Feb 5, 2018 - Python
Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python
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Jan 13, 2021 - Python
A solution for one of Sethna's "Statistical Mechanics: Entropy, Order Parameters, and Complexity" problems regarding Random Matrix Theory.
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May 5, 2021 - Python
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)
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Nov 15, 2021 - Python
Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
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Jul 5, 2022 - Python
Random matrix theory and spectral graph algorithms
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Aug 26, 2022 - Python
Random matrix theory of polarized light scattering in disordered media
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Sep 1, 2022 - Python
Density of states for the AL, Schur, and IND lattices
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Oct 10, 2022 - Python
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.
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Aug 16, 2023 - Python
Repository for portfolio optimization with Markowitz theory
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Feb 9, 2024 - Python
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.
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Mar 13, 2024 - Python
Memo's research works.
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Jun 10, 2024 - Python
Minimal code and results from the paper 'Unveiling Order from Chaos by approximate 2-localization of random matrices'
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Jun 11, 2024 - Python
Python toolbox for sampling Determinantal Point Processes
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Aug 14, 2024 - Python
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