Generating random correlation matrices based on vines and extended onion method.

Daniel Lewandowski Dorota Kurowicka Harry Joe

Published in: J. Multivar. Anal. (2009)

Keyphrases

high accuracy
optimization algorithm
neural network
image segmentation
objective function
cost function
dynamic programming
input data
clustering method
synthetic data
classification method
computational complexity
significant improvement
dimensionality reduction
matrix factorization