Completion problem with partial correlation vines

DOI10.1016/j.laa.2006.01.031zbMath1106.15011WikidataQ56865722 ScholiaQ56865722MaRDI QIDQ852640

Roger M. Cooke, Dorota Kurowicka

Publication date: 15 November 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2006.01.031

zbMATH Keywords

correlation; graphs; factorization; partial matrix; positive definite matrix; chordal graphs; completion problem; maximal determinant; regular vine; partial correlation vine; proto correlation matrix

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

15A15: Determinants, permanents, traces, other special matrix functions

05C50: Graphs and linear algebra (matrices, eigenvalues, etc.)

15A29: Inverse problems in linear algebra

15B48: Positive matrices and their generalizations; cones of matrices

Related Items

Pair-copula constructions of multiple dependence, Generating random correlation matrices based on vines and extended onion method, Extended studies of separability functions and probabilities and the relevance of Dyson indices, Sampling algorithms for generating joint uniform distributions using the Vine-Copula method, Modeling covariance matrices via partial autocorrelations

Cites Work

• The real positive semidefinite completion problem for series-parallel graphs
• Positive definite completions of partial Hermitian matrices
• The real positive definite completion problem for a simple cycle
• An interior-point method for approximate positive semidefinite completions
• A parameterization of positive definite matrices in terms of partial correlation vines
• Determinantal formulae for matrix completions associated with chordal graphs
• Vines -- a new graphical model for dependent random variables.
• Polynomial Instances of the Positive Semidefinite and Euclidean Distance Matrix Completion Problems
• Probabilistic Networks and Expert Systems