Fast Computation of Latent Correlations

DOI10.1080/10618600.2021.1882468OpenAlexW3131993763MaRDI QIDQ5066507

Irina Gaynanova, Grace Yoon, Christian L. Müller

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.13875

zbMATH Keywords

Kendall's taubridge functionmultilinear interpolationlatent Gaussian copula

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• High-dimensional graphs and variable selection with the Lasso
• A Note on Piecewise Linear and Multilinear Table Interpolation in Many Dimensions
• Sparse semiparametric canonical correlation analysis for data of mixed types
• High Dimensional Semiparametric Latent Graphical Model for Mixed Data

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