Using NumPy for array and matrix math in Python Many mathematical operations, especially in machine learning or data science, involve working with matrixes, or lists of numbers.

Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses ...

Chen & Dunson (2003) have proposed a modified Cholesky decomposition of the form Σ = DLL′D for a covariance matrix where D is a diagonal matrix with entries proportional to the square roots of the ...