Pages that link to "Item:Q1592689"

The following pages link to Numerically stable generation of correlation matrices and their factors (Q1592689):

Displaying 25 items.

• A generalized Schur-Horn theorem and optimal frame completions (Q262942) (← links)
• Structure methods for solving the nearest correlation matrix problem (Q270046) (← links)
• Constructing all self-adjoint matrices with prescribed spectrum and diagonal (Q380995) (← links)
• A method for generating realistic correlation matrices (Q386759) (← links)
• Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds (Q478767) (← links)
• Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints (Q2008126) (← links)
• cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope (Q2117912) (← links)
• A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction (Q2124749) (← links)
• An interior-point algorithm for semidefinite least-squares problems. (Q2148405) (← links)
• Correlative coherence analysis: variation from intrinsic and extrinsic sources in competing populations (Q2433060) (← links)
• Evaluating nearly singular multinormal expectations with application to wave distributions (Q2433255) (← links)
• A one-dimensional analysis for the probability of error of linear classifiers for normally distributed classes (Q2485069) (← links)
• The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale (Q4554900) (← links)
• Rank reduction of correlation matrices by majorization (Q4610275) (← links)
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis (Q5005203) (← links)
• A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
• Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
• Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements (Q5356950) (← links)
• Dimension Selection for Feature Selection and Dimension Reduction with Principal and Independent Component Analysis (Q5423024) (← links)
• Calibrating low-rank correlation matrix problem: an SCA-based approach (Q5746715) (← links)
• Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242) (← links)
• Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices (Q6155375) (← links)