Python toolbox for sampling Determinantal Point Processes

Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

Open source code for ICML 2025 Paper: Eigenspectrum Analysis of Neural Networks without Aspect Ratio Bias

Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python

Minimal code and results from the paper 'Unveiling Order from Chaos by approximate 2-localization of random matrices'

Random matrix theory of polarized light scattering in disordered media

Wishart,GOE and GUE

Independent research study at University of California, San Diego in Random Matrix Theory applied in Machine Learning

Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)

This research work is about Limited Data Acquisition for the real life physical experiment of fluid flow across cylinder based on Kernelized Extended Dynamic Mode Decomposition by incorporating Gaussian Random Matrix Theory and Laplacian Kernel Function Hilbert space.

Code for my bachelor thesis Quantum chaos on Graphs. The main part of this repository is its root-finding solution. Then, the Nearest Neighbor Distribution is performed for the quantum spectra and also for the spectra of some random matrices.

Implements the Cavity Method on a 1D Ising model, derives the Wigner semicircle law via Random Matrix Theory, and explores electron conduction in disordered systems using the Anderson model.

Random matrix theory and spectral graph algorithms

Spectral properties of Gaussian ensembles

Density of states for the AL, Schur, and IND lattices

A solution for one of Sethna's "Statistical Mechanics: Entropy, Order Parameters, and Complexity" problems regarding Random Matrix Theory.

Repository for portfolio optimization with Markowitz theory