Estimating large correlation matrices for international migration
نویسندگان
چکیده
منابع مشابه
Partial Correlation Screening for Estimating Large Precision Matrices, with Applications to Classification By
Given n samples X1,X2, . . . ,Xn from N(0, ), we are interested in estimating the p×p precision matrix = −1; we assume is sparse in that each row has relatively few nonzeros. We propose Partial Correlation Screening (PCS) as a new row-by-row approach. To estimate the ith row of , 1 ≤ i ≤ p, PCS uses a Screen step and a Clean step. In the Screen step, PCS recruits a (small) subset of indices usi...
متن کاملPartial Correlation Screening for Estimating Large Precision Matrices, with Applications to Classification
Given n samples X1, X2, . . . , Xn from N(0,Σ), we are interested in estimating the p× p precision matrix Ω = Σ−1; we assume Ω is sparse in that each row has relatively few nonzeros. We propose Partial Correlation Screening (PCS) as a new row-by-row approach. To estimate the i-th row of Ω, 1 ≤ i ≤ p, PCS uses a Screen step and a Clean step. In the Screen step, PCS recruits a (small) subset of i...
متن کاملFast methods for estimating the Numerical rank of large matrices
We present two computationally inexpensive techniques for estimating the numerical rank of a matrix, combining powerful tools from computational linear algebra. These techniques exploit three key ingredients. The first is to approximate the projector on the non-null invariant subspace of the matrix by using a polynomial filter. Two types of filters are discussed, one based on Hermite interpolat...
متن کاملModified Sampling Strategies Using Correlation Coefficient for Estimating Population Mean
This paper proposes two sampling strategies based on the modified ratio estimator using the population mean of auxiliary variable and population correlation coefficient between the study variable and the auxiliary variable by Singh and Tailor (2003) for estimating the population mean (total) of the study variable in a finite population. A comparative study is made with usual sampling strategies...
متن کاملA Correlation for Estimating LCPC Abrasivity Coefficient using Rock Properties
Rock abrasivity, as one of the most important parameters affecting the rock drillability, significantly influences the drilling rate in mines. Therefore, rock abrasivity should be carefully evaluated prior to selecting and employing drilling machines. Since the tests for a rock abrasivity assessment require sophisticated laboratory equipment, empirical models can be used to predict rock a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2018
ISSN: 1932-6157
DOI: 10.1214/18-aoas1175