Related papers: On the visualisation of the correlation matrix
Low-rank approximations are essential in modern data science. The interpolative decomposition provides one such approximation. Its distinguishing feature is that it reuses columns from the original matrix. This enables it to preserve matrix…
This study emphasizes how crucial it is to visualize machine learning models, especially for the banking industry, in order to improve interpretability and support predictions in high stakes financial settings. Visual tools enable…
Investigating relationships between variables in multi-dimensional data sets is a common task for data analysts and engineers. More specifically, it is often valuable to understand which ranges of which input variables lead to particular…
This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to…
In this thesis, a Bayes linear methodology for the adjustment of covariance matrices is presented and discussed. A geometric framework for quantifying uncertainties about covariance matrices is set up, and an inner-product for spaces of…
Existing unsupervised image alignment methods exhibit limited accuracy and high computational complexity. To address these challenges, we propose a dense cross-scale image alignment model. It takes into account the correlations between…
We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…
Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…
Properly estimating correlations between objects at different spatial scales necessitates $\mathcal{O}(n^2)$ distance calculations. For this reason, most widely adopted packages for estimating correlations use clustering algorithms to…
The One Sided Crossing Minimization (OSCM) problem is an optimization problem in graph drawing that aims to minimize the number of edge crossings in bipartite graph layouts. It has practical applications in areas such as network…
This paper introduces an astronomical image alignment algorithm. This algorithm uses the means of the rows and columns of the original image for alignment, and finds the optimal offset corresponding to the maximum similarity by comparing…
We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…
The visualization of an image collection is the process of displaying a collection of images on a screen under some specific layout requirements. This paper focuses on an important problem that is not well addressed by the previous methods:…
Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to…
There has been a great deal of recent interest in methods for performing lifted inference; however, most of this work assumes that the first-order model is given as input to the system. Here, we describe lifted inference algorithms that…
Forward-looking correlations are of interest in different financial applications, including factor-based asset pricing, forecasting stock-price movements or pricing index options. With a focus on non-FX markets, this paper defines necessary…
Correlation matrices contain a wide variety of spatio-temporal information about a dynamical system. Predicting correlation matrices from partial time series information of a few nodes characterizes the spatio-temporal dynamics of the…
The nonnegative matrix factorization is a widely used, flexible matrix decomposition, finding applications in biology, image and signal processing and information retrieval, among other areas. Here we present a related matrix factorization.…
Graph matching is one of the most important problems in graph theory and combinatorial optimization, with many applications in various domains. Although meta-heuristic algorithms have had good performance on many NP-Hard and NP-Complete…
Matrix factorization is one of the best approaches for collaborative filtering, because of its high accuracy in presenting users and items latent factors. The main disadvantages of matrix factorization are its complexity, and being very…