Correlation Angles and Inner Products: Application to a Problem from Physics
Applications
2011-08-29 v1 Metric Geometry
Abstract
Covariance is used as an inner product on a formal vector space built on n random variables to define measures of correlation Md across a set of vectors in a d-dimensional space. For d = 1, one has the diameter; for d = 2, one has an area. These concepts are directly applied to correlation studies in climate science.
Cite
@article{arxiv.1108.5308,
title = {Correlation Angles and Inner Products: Application to a Problem from Physics},
author = {David H. Douglass and Jonathan Pakianathan and Adam Towsley},
journal= {arXiv preprint arXiv:1108.5308},
year = {2011}
}