Related papers: Compatible Matrices of Spearman's Rank Correlation
We consider higher-rank versions of the standard numerical range for matrices. A central motivation for this investigation comes from quantum error correction. We develop the basic structure theory for the higher-rank numerical ranges, and…
In a previous paper, we derived necessary and sufficient conditions for the invertibility of square submatrices of the Pascal upper triangular matrix. To do so, we established a connection with the two-point Birkhoff interpolation problem.…
We determine the lower bound for possible values of Spearman's rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper…
Geometric optimisation algorithms are developed that efficiently find the nearest low-rank correlation matrix. We show, in numerical tests, that our methods compare favourably to the existing methods in the literature. The connection with…
We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unknown variance in a tight manner: the deviation captured by…
Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…
Three-loop counterterms for the Standard Model (SM) revealed that the matrix of anomalous dimensions ($\gamma$) of quarks is divergent in the $d \to 4$ limit unless a carefully chosen non-Hermitian square-root of $Z$ matrix is used in the…
We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matrices, which define the covariance…
Pairwise comparisons between alternatives are a well-known method for measuring preferences of a decision-maker. Since these often do not exhibit consistency, a number of inconsistency indices has been introduced in order to measure the…
Estimating the linear dimensionality of a data set in the presence of noise is a common problem. However, data may also be corrupted by monotone nonlinear distortion that preserves the ordering of matrix entries but causes linear methods…
This paper is concerned with the factorization and equivalence problems of multivariate polynomial matrices. We present some new criteria for the existence of matrix factorizations for a class of multivariate polynomial matrices, and obtain…
The Mallows model occupies a central role in parametric modelling of ranking data to learn preferences of a population of judges. Despite the wide range of metrics for rankings that can be considered in the model specification, the choice…
A (q,k,t)-design matrix is an m x n matrix whose pattern of zeros/non-zeros satisfies the following design-like condition: each row has at most q non-zeros, each column has at least k non-zeros and the supports of every two columns…
We are concerned with the detection of associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all…
In ranking problems, the goal is to learn a ranking function from labeled pairs of input points. In this paper, we consider the related comparison problem, where the label indicates which element of the pair is better, or if there is no…
Pairwise comparisons are widely used in decision analysis, preference modeling, and evaluation problems. In many practical situations, the observed comparison matrix is not reciprocal. This lack of reciprocity is often treated as a defect…
We study cubic surfaces as symmetric tensors of format $4 \times 4 \times 4$. We consider the non-symmetric tensor rank and the symmetric Waring rank of cubic surfaces, and show that the two notions coincide over the complex numbers. The…
Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective…
Saturating sets are combinatorial objects in projective spaces over finite fields that have been intensively investigated in the last three decades. They are related to the so-called covering problem of codes in the Hamming metric. In this…
We define a new numerical range of an n\timesn complex matrix in terms of correlation matrices and develop some of its properties. We also define a related numerical range that arises from Alain Connes' famous embedding problem.