3 projects
robustcov
Robust covariance, anomaly scoring, PCA, and monitoring for contaminated and heavy-tailed data.
lattice-dsp
Efficient stable IIR lattice filters, adaptive lattice-ladder DSP, and matrix/MIMO lattice experiments for Python
cholrot
Rank-one Cholesky update/downdate, implicit factor-vector products, and rank-one Cholesky solves.