no code implementations • 6 Feb 2023 • Miguel Ibáñez-Berganza, Carlo Lucibello, Francesca Santucci, Tommaso Gili, Andrea Gabrielli
We observe that the so called Optimal Rotationally Invariant Estimator, based on Random Matrix Theory, leads to a significantly lower distance from the true precision matrix in synthetic data, and higher test likelihood in natural fMRI data.