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We use available measurements to estimate the unknown parameters (variance, smoothness parameter, and covariance length) of a covariance function by maximizing the joint Gaussian log-likelihood function. To overcome cubic complexity in the…

统计计算 · 统计学 2018-09-13 Alexander Litvinenko , Ying Sun , Marc G. Genton , David Keyes

Complex systems are typically represented by large ensembles of observations. Correlation matrices provide an efficient formal framework to extract information from such multivariate ensembles and identify in a quantifiable way patterns of…

数据分析、统计与概率 · 物理学 2011-06-03 Stanislaw Drozdz , Jaroslaw Kwapien , Andreas A. Ioannides

We develop a canonical form for congruence of max plus symmetric matrices. We use the same canonical form to get results in the generalized eigenvector problem. We have also utilized the canonical form to find all symmetric matrices that…

环与代数 · 数学 2024-10-17 Himadri Mukherjee , Askar Ali M

A canonical system of basic invariants is a system of invariants satisfying a set of differential equations. The properties of a canonical system are related to the mean value property for polytopes. In this article, we naturally identify…

表示论 · 数学 2018-07-09 Norihiro Nakashima , Shuhei Tsujie

Canonical Correlation Analysis (CCA) has been widely applied to jointly embed multiple views of data in a maximally correlated latent space. However, the alignment between various data perspectives, which is required by traditional…

机器学习 · 计算机科学 2023-12-11 Biqian Cheng , Evangelos E. Papalexakis , Jia Chen

Coherence vectors and correlation matrices are important functions frequently used in physics. The numerical calculation of these functions directly from their definitions, which involves Kronecker products and matrix multiplications, may…

量子物理 · 物理学 2016-07-01 Jonas Maziero

Let $\C$ be a sequence of multisets of subspaces of a vector space $\F_q^k$. We describe a practical algorithm which computes a canonical form and the stabilizer of $\C$ under the group action of the general semilinear group. It allows us…

信息论 · 计算机科学 2013-05-07 Thomas Feulner

In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix…

机器学习 · 统计学 2023-03-28 Anant Mathur , Sarat Moka , Zdravko Botev

Recent advances in classical machine learning have shown that creating models with inductive biases encoding the symmetries of a problem can greatly improve performance. Importation of these ideas, combined with an existing rich body of…

In this paper, we will derive the real roots of certain sets of matrices with real entries. We will also demonstrate that real orthogonal matrices can have real root or be involutory. Eventually, we will represent idempotent matrices in a…

泛函分析 · 数学 2020-04-22 F. Mirzapour , A. Mirzapour

Group convolutions and cross-correlations, which are equivariant to the actions of group elements, are commonly used in mathematics to analyze or take advantage of symmetries inherent in a given problem setting. Here, we provide efficient…

Covariance matrices of random vectors contain information that is crucial for modelling. Specific structures and patterns of the covariances (or correlations) may be used to justify parametric models, e.g., autoregressive models. Until now,…

统计方法学 · 统计学 2025-02-11 Paavo Sattler , Dennis Dobler

In this note, we present a generalization of some results concerning the spectral properties of a certain class of block matrices. As applications, we study some of its implications on nonnegative matrices, doubly stochastic matrices and…

谱理论 · 数学 2012-06-19 Bassam Mourad

The efficient implementation of matrix arithmetic operations underpins the speedups of many quantum algorithms. We develop a suite of methods to perform matrix arithmetics -- with the result encoded in the off-diagonal blocks of a…

量子物理 · 物理学 2026-01-23 Christopher Kang , Yuan Su

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

数值分析 · 数学 2008-06-17 Per-Gunnar Martinsson

The motivation of this paper is twofold. First, we investigate the block-diagonalization of the $z$-block circulant matrix $\mathtt{bcirc_z}(\mathcal A)$, based on this block-diagonal structure, and develop the algorithm…

数值分析 · 数学 2026-02-13 Daochang Zhang , Yue Zhao , Jingqian Li , Dijana Mosic

For multiple multivariate data sets, we derive conditions under which Generalized Canonical Correlation Analysis (GCCA) improves classification performance of the projected datasets, compared to standard Canonical Correlation Analysis (CCA)…

机器学习 · 统计学 2024-06-27 Cencheng Shen , Ming Sun , Minh Tang , Carey E. Priebe

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an $\ell_2$ penalty on the CCA…

统计方法学 · 统计学 2021-07-30 Elena Tuzhilina , Leonardo Tozzi , Trevor Hastie

Extensions of earlier algorithms and enhanced visualization techniques for approximating a correlation matrix are presented. The visualization problems that result from using column or colum--and--row adjusted correlation matrices, which…

统计计算 · 统计学 2024-01-24 Jan Graffelman

On conformally compact manifolds of arbitrary signature, we use conformal geometry to identify a natural (and very general) class of canonical boundary problems. It turns out that these encompass and extend aspects of already known…

微分几何 · 数学 2015-11-05 A. Rod Gover , Andrew Waldron