Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices.

Yann Thanwerdas Xavier Pennec

Published in: SIAM J. Matrix Anal. Appl. (2022)

Keyphrases

rank correlation
information retrieval evaluation
correlation coefficient
singular value decomposition
graded relevance
social networks
feature extraction
probabilistic model
co occurrence
covariance matrix