Completion problem with partial correlation vines
From MaRDI portal
(Redirected from Publication:852640)
correlationgraphspositive definite matrixfactorizationchordal graphspartial matrixmaximal determinantcompletion problemregular vinepartial correlation vineproto correlation matrix
Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Measures of association (correlation, canonical correlation, etc.) (62H20) Positive matrices and their generalizations; cones of matrices (15B48) Determinants, permanents, traces, other special matrix functions (15A15) Inverse problems in linear algebra (15A29)
Recommendations
- Vines inference
- A parameterization of positive definite matrices in terms of partial correlation vines
- Joint density of correlations in the correlation matrix with chordal sparsity patterns
- The positive definite completion problem revisited
- Positive definite completion problems for Bayesian networks
Cites work
- A parameterization of positive definite matrices in terms of partial correlation vines
- An interior-point method for approximate positive semidefinite completions
- Determinantal formulae for matrix completions associated with chordal graphs
- Polynomial instances of the positive semidefinite and Euclidean distance matrix completion problems
- Positive definite completions of partial Hermitian matrices
- Probabilistic Networks and Expert Systems
- The real positive definite completion problem for a simple cycle
- The real positive semidefinite completion problem for series-parallel graphs
- Vines -- a new graphical model for dependent random variables.
Cited in
(26)- Modeling covariance matrices via partial autocorrelations
- Distribution modeling for reliability analysis: impact of multiple dependences and probability model selection
- Robust pair-copula based forecasts of realized volatility
- Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints
- Understanding relationships with the aggregate zonal imbalance using copulas
- Joint density of correlations in the correlation matrix with chordal sparsity patterns
- Regular vines with strongly chordal pattern of (conditional) independence
- Sampling, conditionalizing, counting, merging, searching regular vines
- The asymptotic distribution of the determinant of a random correlation matrix
- Structure learning in Bayesian networks using regular vines
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
- Pair-copula constructions of multiple dependence
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions
- A parameterization of positive definite matrices in terms of partial correlation vines
- Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm
- Dynamic asset correlations based on vines
- Truncation of vine copulas using fit indices
- Vines and MAT-labeled graphs
- Vines inference
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method
- Extended studies of separability functions and probabilities and the relevance of Dyson indices
- Bayesian estimation of correlation matrices of longitudinal data
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
- The essential dependence for a group of random vectors
- Generating random correlation matrices based on vines and extended onion method
This page was built for publication: Completion problem with partial correlation vines
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q852640)
