Joint density of correlations in the correlation matrix with chordal sparsity patterns (Q2015063): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2014.04.006
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+Determinantal formulae for matrices with sparse inverses
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+Incidence matrices and interval graphs
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+Behavior of the NORTA method for correlated random vector generation as the dimension increases
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+Positive definite completions of partial Hermitian matrices
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+Generating random correlation matrices based on partial correlations
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+A parameterization of positive definite matrices in terms of partial correlation vines
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+Generating random correlation matrices based on vines and extended onion method
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+Algorithmic Aspects of Vertex Elimination on Graphs
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+journals/ma/Kurowicka14
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+Publication:2015063