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https://github.com/gregversteeg/LinearCorex

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data
https://github.com/gregversteeg/LinearCorex

clustering covariance-matrix factor-analysis information-theory machine-learning python unsupervised-learning

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Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

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