Pages that link to "Item:Q875015"

The following pages link to Efficient rank reduction of correlation matrices (Q875015):

Displaying 24 items.

• A feasible method for optimization with orthogonality constraints (Q101635) (← links)
• Structure methods for solving the nearest correlation matrix problem (Q270046) (← links)
• Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647) (← links)
• Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463) (← links)
• Alternating projections on nontangential manifolds (Q387545) (← links)
• On the generalized low rank approximation of the correlation matrices arising in the asset portfolio (Q406470) (← links)
• A feasible filter method for the nearest low-rank correlation matrix problem (Q494667) (← links)
• A comparison of single factor Markov-functional and multi factor market models (Q541589) (← links)
• A framework of constraint preserving update schemes for optimization on Stiefel manifold (Q747775) (← links)
• A majorization algorithm for constrained correlation matrix approximation (Q847204) (← links)
• Nonnegative matrix factorization of a correlation matrix (Q1025855) (← links)
• A novel method for a class of structured low-rank minimizations with equality constraint (Q1675980) (← links)
• Projected nonmonotone search methods for optimization with orthogonality constraints (Q1993600) (← links)
• A Riemannian conjugate gradient method for optimization on the Stiefel manifold (Q2012231) (← links)
• Global convergence of Riemannian line search methods with a Zhang-Hager-type condition (Q2084256) (← links)
• Transportless conjugate gradient for optimization on Stiefel manifold (Q2185047) (← links)
• Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems (Q2273195) (← links)
• Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method (Q2399164) (← links)
• Nonlinear damped oscillators on Riemannian manifolds: fundamentals (Q2416521) (← links)
• Statistical Corrections of Invalid Correlation Matrices (Q2868869) (← links)
• Penalty decomposition methods for rank minimization (Q2943834) (← links)
• Statistical rehabilitation of improper correlation matrices (Q3088326) (← links)
• On the low rank solution of the Q‐weighted nearest correlation matrix problem (Q5739764) (← links)
• Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)