Pages that link to "Item:Q146787"
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The following pages link to Computing the nearest correlation matrix--a problem from finance (Q146787):
Displaying 50 items.
- Square roots of \(3\times 3\) matrices (Q1675419) (← links)
- A novel method for a class of structured low-rank minimizations with equality constraint (Q1675980) (← links)
- Pathway-based kernel boosting for the analysis of genome-wide association studies (Q1705355) (← links)
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market (Q1709750) (← links)
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem (Q1724494) (← links)
- Optimal graph Laplacian (Q1737851) (← links)
- QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming (Q1741120) (← links)
- Single-index copulas (Q1742729) (← links)
- Approximation algorithms from inexact solutions to semidefinite programming relaxations of combinatorial optimization problems (Q1751224) (← links)
- Market risk management in a post-Basel II regulatory environment (Q1752906) (← links)
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
- Lyapunov-type least-squares problems over symmetric cones (Q1758453) (← links)
- From Bareiss' algorithm to the stable computation of partial correlations (Q1823641) (← links)
- Solving \(k\)-cluster problems to optimality with semidefinite programming (Q1925793) (← links)
- A general self-adaptive relaxed-PPA method for convex programming with linear constraints (Q2015595) (← links)
- Stochastic approximation on Riemannian manifolds (Q2020323) (← links)
- On the inexact scaled gradient projection method (Q2070333) (← links)
- Geometric adaptive Monte Carlo in random environment (Q2072631) (← links)
- A sample covariance-based approach for spatial binary data (Q2084418) (← links)
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics (Q2089080) (← links)
- Frequentist conditional variance for nonlinear mixed-effects models (Q2096413) (← links)
- A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem (Q2097452) (← links)
- Inverse Gaussian processes with correlated random effects for multivariate degradation modeling (Q2116941) (← links)
- cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope (Q2117912) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- An interior-point algorithm for semidefinite least-squares problems. (Q2148405) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm (Q2176186) (← links)
- A novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of solutions in the search space (Q2212583) (← links)
- Measuring the stability of spectral clustering (Q2228130) (← links)
- COSMO: a conic operator splitting method for convex conic problems (Q2231337) (← links)
- An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
- Covariance matrices associated to general moments of a random vector (Q2254160) (← links)
- Estimating standard errors in regular vine copula models (Q2259341) (← links)
- Simulation of Y-chromosomal haplotype data (Q2269779) (← links)
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix (Q2275573) (← links)
- On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope (Q2288199) (← links)
- NORTA for portfolio credit risk (Q2288893) (← links)
- Matrix optimization over low-rank spectral sets: stationary points and local and global minimizers (Q2302834) (← links)
- Accuracy of approximate projection to the semidefinite cone (Q2310414) (← links)
- Sparse kernel deep stacking networks (Q2319474) (← links)
- Development and evaluation of geostatistical methods for non-Euclidean-based spatial covariance matrices (Q2323497) (← links)
- On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming (Q2330654) (← links)
- Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
- Minimum rank (skew) Hermitian solutions to the matrix approximation problem in the spectral norm (Q2351084) (← links)
- Regularized reconstruction of a surface from its measured gradient field (Q2353416) (← links)
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- High-dimensional change-point estimation: combining filtering with convex optimization (Q2397167) (← links)
- Stochastic sensitivity analysis of concentration measures (Q2401322) (← links)
- Canonical correlation for principal components of time series (Q2403411) (← links)
