Pages that link to "Item:Q5189126"
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The following pages link to A preconditioned Newton algorithm for the nearest correlation matrix (Q5189126):
Displaying 36 items.
- Fréchet regression for random objects with Euclidean predictors (Q132099) (← links)
- Structure methods for solving the nearest correlation matrix problem (Q270046) (← links)
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647) (← links)
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368) (← links)
- A feasible filter method for the nearest low-rank correlation matrix problem (Q494667) (← links)
- Newton's method for computing the nearest correlation matrix with a simple upper bound (Q620444) (← links)
- A regularized strong duality for nonsymmetric semidefinite least squares problem (Q644518) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem (Q1724494) (← 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)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm (Q2176186) (← links)
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix (Q2275573) (← links)
- On efficiency of nonmonotone Armijo-type line searches (Q2284837) (← links)
- Complementarity problems with respect to Loewnerian cones (Q2349522) (← links)
- A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
- Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348) (← links)
- An application of the nearest correlation matrix on web document classification (Q2468845) (← links)
- Limited memory BFGS method for least squares semidefinite programming with banded structure (Q2674941) (← links)
- On FISTA with a relative error rule (Q2696903) (← links)
- Projection Methods in Conic Optimization (Q2802538) (← links)
- Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block (Q2805267) (← links)
- Bounds for the distance to the nearest correlation matrix (Q2818268) (← links)
- Statistical corrections of invalid correlation matrices (Q2868869) (← links)
- A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem (Q2977629) (← links)
- Preconditioning approaches related to canonical correlation by use of cyclic form (Q3644982) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- (Q5142497) (← links)
- On near and the nearest correlation matrix (Q5230903) (← links)
- A Black–Litterman approach to correlation stress testing (Q5245918) (← links)
- A Convex Matrix Optimization for the Additive Constant Problem in Multidimensional Scaling with Application to Locally Linear Embedding (Q5506686) (← links)
- On the low rank solution of the Q‐weighted nearest correlation matrix problem (Q5739764) (← links)
- CORRELATION ESTIMATION IN HYBRID SYSTEMS (Q6095477) (← links)
