G{é}n{é}ration de Matrices de Corr{é}lation avec des Structures de Graphe par Optimisation Convexe
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arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866909764776099840 |
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| author | Fahkar, Ali Polisano, Kévin Gannaz, Irène Achard, Sophie |
| author_facet | Fahkar, Ali Polisano, Kévin Gannaz, Irène Achard, Sophie |
| contents | This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to existing techniques, notably by controlling the mean of the entry distribution in the generated correlation matrices. This allows for the generation of correlation matrices that better represent realistic data and can be used to benchmark statistical methods for graph inference. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_21298 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | G{é}n{é}ration de Matrices de Corr{é}lation avec des Structures de Graphe par Optimisation Convexe Fahkar, Ali Polisano, Kévin Gannaz, Irène Achard, Sophie Signal Processing Optimization and Control Statistics Theory Methodology This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to existing techniques, notably by controlling the mean of the entry distribution in the generated correlation matrices. This allows for the generation of correlation matrices that better represent realistic data and can be used to benchmark statistical methods for graph inference. |
| title | G{é}n{é}ration de Matrices de Corr{é}lation avec des Structures de Graphe par Optimisation Convexe |
| topic | Signal Processing Optimization and Control Statistics Theory Methodology |
| url | https://arxiv.org/abs/2503.21298 |