gips
Gaussian Model Invariant by Permutation Symmetry
Paweł Morgen, Adam Przemysław Chojecki, Bartosz Kołodziejek
Last update: 12 August 2023
Copyright license: GNU General Public License
Software version identifier: 1.0.0, 1.2.0, 1.2.1
Find the permutation symmetry group such that the covariance matrix of the given data is approximately invariant under it. Discovering such a permutation decreases the number of observations needed to fit a Gaussian model, which is of great use when it is smaller than the number of variables. Even if that is not the case, the covariance matrix found with 'gips' approximates the actual covariance with less statistical error. The methods implemented in this package are described in Graczyk et al. (2022) <doi:10.1214/22-AOS2174>.
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