Correlations between random projections and the bivariate normal

DOI10.1007/s10618-021-00764-6zbMath1478.62144OpenAlexW3162129330MaRDI QIDQ2036781

Keegan Kang

Publication date: 30 June 2021

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10618-021-00764-6

zbMATH Keywords

data miningBayesian inferencerandom projectionmultivariate normalcontrol variatebivariate normalestimating inner products

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15)

Uses Software

• UCI-ml

Cites Work

• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Zero variance differential geometric Markov chain Monte Carlo algorithms
• Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
• Random projections as regularizers: learning a linear discriminant from fewer observations than dimensions
• Variance-stabilizing and Confidence-stabilizing Transformations for the Normal Correlation Coefficient with Known Variances
• Dense Fast Random Projections and Lean Walsh Transforms
• Similarity estimation techniques from rounding algorithms
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Mathematical Statistics
• The Fast Johnson–Lindenstrauss Transform and Approximate Nearest Neighbors
• Monte Carlo integration with a growing number of control variates
• Improving Random Projections Using Marginal Information
• Control Functionals for Monte Carlo Integration
• Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes
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