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Projects in Awesome Lists tagged with precision-matrix

A curated list of projects in awesome lists tagged with precision-matrix .

https://github.com/mgallow/admmsigma

Penalized precision matrix estimation via ADMM

admm covariance-matrix glasso lasso precision-matrix ridge

Last synced: 21 Feb 2026

https://github.com/pnavaro/blockprecisionmatrix.jl

Julia program to estimate precision matrix

julia-language precision-matrix

Last synced: 20 Jan 2026

https://github.com/yunyishen/robustcov

Collection of robust covariance and sparse precision matrix estimators in R.

precision-matrix robust-estimates

Last synced: 18 Jan 2026