Using data from multiple studies to develop a child growth correlation matrix
Sign Up to like & getrecommendations! Published in 2018 at "Statistics in Medicine"
DOI: 10.1002/sim.7696
Abstract: In many countries, the monitoring of child growth does not occur in a regular manner, and instead, we may have to rely on sporadic observations that are subject to substantial measurement error. In these countries,… read more here.
Keywords: matrix; correlation matrix; child growth; growth ... See more keywords
A self-normalization break test for correlation matrix
Sign Up to like & getrecommendations! Published in 2020 at "Statistical Papers"
DOI: 10.1007/s00362-020-01188-y
Abstract: We construct a new test for correlation matrix break based on the self-normalization method. The self-normalization test has practical advantage over the existing test: easy and stable implementation; not having the singularity issue and the… read more here.
Keywords: correlation matrix; test correlation; self normalization; test ... See more keywords
A random version of principal component analysis in data clustering
Sign Up to like & getrecommendations! Published in 2018 at "Computational biology and chemistry"
DOI: 10.1016/j.compbiolchem.2018.01.009
Abstract: Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance/correlation matrix of the analyzed data. However, to properly work with high-dimensional data sets, PCA poses severe mathematical constraints on… read more here.
Keywords: principal component; analysis; correlation matrix; data clustering ... See more keywords
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Sign Up to like & getrecommendations! Published in 2020 at "Economics Letters"
DOI: 10.1016/j.econlet.2020.109465
Abstract: Abstract We apply the factor approach to the correlation matrix to forecast large covariance matrix of asset returns using high-frequency data, using the principal component method to model the underlying latent factors of the correlation… read more here.
Keywords: matrix; correlation matrix; large covariance; covariance matrix ... See more keywords
Robust estimation for the correlation matrix of multivariate longitudinal data
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1780234
Abstract: Modelling the covariance structure of multivariate longitudinal data is more challenging than its univariate counterpart, owing to the complex correlated structure among multiple responses. Furthermore, there are little methods focusing on the robustness of estimating… read more here.
Keywords: longitudinal data; matrix; correlation matrix; multivariate longitudinal ... See more keywords
Correlation matrix renormalization theory for correlated-electron materials with application to the crystalline phases of atomic hydrogen
Sign Up to like & getrecommendations! Published in 2018 at "Physical Review B"
DOI: 10.1103/physrevb.97.075142
Abstract: Developing accurate and computationally efficient methods to calculate the electronic structure and total energy of correlated-electron materials has been a very challenging task in condensed matter physics and materials science. Recently, we have developed a… read more here.
Keywords: hydrogen; correlation matrix; physics; correlated electron ... See more keywords
Correlation-Based Maximal Invariant Statistic for Spectrum Sensing
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Communications Letters"
DOI: 10.1109/lcomm.2023.3250243
Abstract: In this letter, spectrum sensing for wide-sense stationary signals with temporal correlation is studied. In order to perform uniformly most powerful invariant test (UMPIT) or locally most powerful invariant test (LMPIT), the ratio of the… read more here.
Keywords: spectrum sensing; correlation matrix; lmpit; correlation ... See more keywords
High-Accuracy DOA Estimation Based on an Improved Sample Correlation Matrix
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Geoscience and Remote Sensing Letters"
DOI: 10.1109/lgrs.2023.3259426
Abstract: In a direction-finding process, high-resolution subspace-based algorithms are the most popular ones. It is well-known that their performance of direction of arrival (DOA) estimation mainly depends on the accuracy of the signal subspace. However, the… read more here.
Keywords: doa estimation; signal subspace; correlation matrix; correlation ... See more keywords
Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix
Sign Up to like & getrecommendations! Published in 2017 at "IEEE Transactions on Information Theory"
DOI: 10.1109/tit.2017.2689780
Abstract: Testing the independence of the entries of multidimensional Gaussian observations is a very important problem in statistics, with a number of applications in signal processing, radar, cognitive radio, seismography, and multiple other fields. Typically, the… read more here.
Keywords: correlation tests; correlation matrix; correlation; test ... See more keywords
Computing Nearest Correlation Matrix via Low-Rank ODE's Based Technique
Sign Up to like & getrecommendations! Published in 2020 at "Symmetry"
DOI: 10.3390/sym12111824
Abstract: For n-dimensional real-valued matrix A, the computation of nearest correlation matrix; that is, a symmetric, positive semi-definite, unit diagonal and off-diagonal entries between −1 and 1 is a problem that arises in the finance industry… read more here.
Keywords: matrix; correlation matrix; matrix via; nearest correlation ... See more keywords
Quantum Singular Value Decomposition of Spin Correlation Matrix in One-Dimensional Heisenberg Model
Sign Up to like & getrecommendations! Published in 2021 at "Journal of the Physical Society of Japan"
DOI: 10.7566/jpsj.90.054001
Abstract: We present singular value decomposition of the spin correlation matrix defined from the ground state of the one-dimensional antiferromagnetic quantum Heisenberg model. The decomposition creates a d... read more here.
Keywords: decomposition; singular value; spin correlation; correlation matrix ... See more keywords