Unconstrained Cholesky-based parametrization of correlation matrices.

Rutger D. van Oest

Published in: Commun. Stat. Simul. Comput. (2021)

Keyphrases

sparse matrix
correlation matrix
singular value decomposition
correlation coefficient
database
neural network
face recognition
positive definite
real time
learning algorithm
kernel function
correlation analysis
singular values
eigendecomposition
kronecker product
handwritten numeral recognition