Simple 2D continuous wavelet transform implementation in Python

Solving the BLasso optimization problem via the sliding Frank-Wolfe algorithm

Probabilistic PCA which is applicable also on data with missing values. Missing value estimation is typically better than NIPALS but also slower to compute and uses more memory. A port to Python of…

A solver for large-scale sparse least squares

Manipulating geostationary netcdf satellite images and grib data from ECMWF