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Hi,
referring to the list in issue #8 ,
i implemented the classical Tyler's M-estimator (1987) and the shrinked version proposed by Zhang and Wiesel (2016), with both the Ledoit & Wolf-type of sh…
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Hello, I'm currently investigating out-of-memory errors when executing RAIL with the lephare estimator and I've noticed that during an estimation, even though the input file is being processed in chun…
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Hi,
Thanks for sharing this great work.
I am trying to apply different loss functions. However, I have not found anything related to M-estimator? Can you help providing some information about M…
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## Description
Implementations of `PyTorchLightningEstimator.create_predictor`, such as [DeepAREstimator.create_predictor](https://github.com/awslabs/gluonts/blob/7668ce11fc296de18daf71d718f91b2f447e…
tmwly updated
2 weeks ago
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based on the first few pages of
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9868.2012.01044.x/abstract
Zhou, Zhou, and Xiaofeng Shao. 2013. “Inference for Linear Models with Dependent Errors.” J…
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Tracing the code of estimator_node.cpp you will see that:
1. The `predict` function changes global variables. Consider the snippet bellow
```
double latest_time;
Eigen::Vector3d tmp_P;
Eigen::Q…
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For implementation it looks like we could reuse sandwich covariance.
For RLM: H1 is the analog of OLS "nonrobust" covariance
I haven't figured out if H3 is HC, it has a summation term that looks simi…
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This is a follow-up to the issue raised in https://github.com/scikit-learn/scikit-learn/issues/29554. However, I recall other issues raised for CV estimator in general.
So the context is the follow…
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Hi,
I have installed hdbscan with pip without any errors:
...........................................................................................
Installing collected packages: hdbscan
Attem…
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Dear Opt people,
I am aware that one m-estimator example is given in robust non-rigid alignment example by weighting each energy terms and the weights calculated in c++. I am wondering whether this…