brine package

Submodules

• brine.algorithm module
  • compute_low_rank_approximation_mp()
  • compute_scaling_factors()
  • estimate_sigma()
  • marchenko_pastur()
  • marchenko_pastur_cdf()
  • marchenko_pastur_percentile()
  • scale_matrix()
  • solve_dyson_equation()
• brine.brine module
  • BRINE
    • BRINE.iteration_statistics
    • BRINE.plot_mp_density_convergence()
    • BRINE.run()
    • BRINE.x_scale
    • BRINE.y_scale
  • BrineIterationStatistics
    • BrineIterationStatistics.J
    • BrineIterationStatistics.S
  • compute_alpha()
• brine.dyson_equalizer module
  • DysonEqualizer
    • DysonEqualizer.S
    • DysonEqualizer.S_hat
    • DysonEqualizer.X_bar
    • DysonEqualizer.Y
    • DysonEqualizer.Y_hat
    • DysonEqualizer.compute()
    • DysonEqualizer.compute_iteratively()
    • DysonEqualizer.iteration_statistics
    • DysonEqualizer.ks_Y()
    • DysonEqualizer.ks_Y_hat()
    • DysonEqualizer.ks_pvalue_Y()
    • DysonEqualizer.ks_pvalue_Y_hat()
    • DysonEqualizer.plot_mp_cdf_Y_hat()
    • DysonEqualizer.plot_mp_density_Y()
    • DysonEqualizer.plot_mp_density_Y_hat()
    • DysonEqualizer.plot_mp_eigenvalues_Y()
    • DysonEqualizer.plot_mp_eigenvalues_Y_hat()
    • DysonEqualizer.plot_mp_eigenvalues_and_densities()
    • DysonEqualizer.r_hat
    • DysonEqualizer.x_hat
    • DysonEqualizer.y_hat
  • IterationStatistics
    • IterationStatistics.delta_Y_hat
    • IterationStatistics.ks_pvalue
    • IterationStatistics.kstest_result
    • IterationStatistics.x_hat_mean
    • IterationStatistics.y_hat_mean
• brine.examples module
  • generate_X()
  • generate_Y_with_almost_homoskedastic_noise()
  • generate_Y_with_block_variance_profile()
  • generate_Y_with_heteroskedastic_noise()
• brine.openml module
  • get_or_compute_brine()
  • get_or_compute_dyson()
  • get_or_fetch_openml_dataset()
• brine.plots module
  • plot_mp_cdf()
  • plot_mp_density()
  • plot_mp_density_convergence()
  • plot_mp_eigenvalues()
• brine.validation module
  • validate_matrix()
  • validate_svd()

Module contents

The brine package provides the BRINE (Blind Resolvent-based Iterative Noise Equalizer) class and related algorithms and auxiliary functions, building on the Dyson Equalizer [1].

Examples

See Examples

References

[1]

Landa B., Kluger Y., “The Dyson Equalizer: Adaptive Noise Stabilization for Low-Rank Signal Detection and Recovery,” arXiv, https://arxiv.org/abs/2306.11263