scholarly journals Inference for the covariance and correlation matrices of multivariate sample using Wishart distribution

2021 ◽  
Author(s):  
Anna Nikolova ◽  
Krasimira Prodanova
Keyword(s):  
Wishart Distribution ◽  
Correlation Matrices ◽  
Multivariate Sample

scholarly journals WISDoM: Characterizing Neurological Time Series With the Wishart Distribution

2021 ◽  
Vol 14 ◽  
Author(s):  
Carlo Mengucci ◽  
Daniel Remondini ◽  
Gastone Castellani ◽  
Enrico Giampieri
Keyword(s):  
Time Series ◽  
Data Exchange ◽  
Brain Connectivity ◽  
Wishart Distribution ◽  
Imaging Data ◽  
Correlation Matrices ◽  
Eeg Data ◽  
Brain Imaging Data ◽  
Symmetric Positive Definite Matrices

WISDoM (Wishart Distributed Matrices) is a framework for the quantification of deviation of symmetric positive-definite matrices associated with experimental samples, such as covariance or correlation matrices, from expected ones governed by the Wishart distribution. WISDoM can be applied to tasks of supervised learning, like classification, in particular when such matrices are generated by data of different dimensionality (e.g., time series with same number of variables but different time sampling). We show the application of the method in two different scenarios. The first is the ranking of features associated with electro encephalogram (EEG) data with a time series design, providing a theoretically sound approach for this type of studies. The second is the classification of autistic subjects of the Autism Brain Imaging Data Exchange study using brain connectivity measurements.

Correlation Matrices with the Perron-Frobenius Property

2014 ◽  
Author(s):  
Phelim P. Boyle ◽  
Shui Feng ◽  
David Melkuev ◽  
Johnew Zhang
Keyword(s):  
Correlation Matrices

Sectoral Analysis of Foreign Direct Investment in India During First Generation Reform Period

2015 ◽  
Vol 4 (2) ◽  
Author(s):  
Manoj Kumar Sinha
Keyword(s):  
First Generation ◽  
Correlation Matrices ◽  
Foreign Investors ◽  
Industrial Policies ◽  
Sectoral Analysis ◽  
Industrial Sectors ◽  
Reform Period ◽  
Service Sectors ◽  
Almost All ◽  
Rank Dominance

Since 1991, India has cautiously and slowly opened almost all the sectors, except a few related to strategic importance, for foreign investors. Degree of openness of various industrial sectors for FDI has been increased to the extent of 100 percent by consistently liberalizing industrial policies of the sectors. The purpose of the paper is to study pattern and trends of sectoral distribution of FDI within the background of the first generation reforms and liberalized industrial policies during 1991-2001. The paper has used series of the dynamics and stylistic indices and statistical tools such as three level indices, index of rank dominance, and correlation matrices for explaining the pattern of FDI distribution across sectors during 1991-2001. The results show that electrical, transportation, chemical, telecommunication, and service sectors are most dominating sectors and represent almost 75 percent of total FDI received during 1991-2001. Index of rank dominance indicates distribution of FDI across the sectors is top heavy.

scholarly journals INQUIRY INTO VERTICAL MOVEMENTS OF THE EARTH‘S CRUST BASED ON SAMPLES FROM EASTERN LITHUANIA

2014 ◽  
Vol 40 (2) ◽  
pp. 58-67
Author(s):  
Ruta Puziene ◽  
Asta Anikeniene ◽  
Gitana Karsokiene
Keyword(s):  
Regression Models ◽  
Earth’S Crust ◽  
Movement Velocity ◽  
Correlation Matrices ◽  
Vertical Movements ◽  
Statistical Correlations ◽  
Horizontal Gradients ◽  
The Earth ◽  
Earth's Crust ◽  
Made In

In the research of vertical movements of the earth’s crust, examination of statistical correlations between the measured vertical movements of the earth’s crust and territorial geo-indexes is accomplished with the help of mathematical statistical analysis. Availability of the precise repeated levelling measuring data coupled with the preferred research methodology offer a chance to determine and predict recent vertical movements of the earth’s crust. For the inquiry into recent vertical movements of the earth’s crust, a Lithuanian class I vertical network levelling polygon was used. Drawing on measurements made in the polygon, vertical velocities of earth’s crust movements were calculated along the following levelling lines. For determining the relations shared by vertical movements of the earth’s crust and territorial geo-parameters, the following territory-defining parameters are accepted. Examination of the special qualities of relations shared by vertical movements of the earth’s crust and geo-parameters in the territory under research contributed to the computation of correlation matrices. Regression models are worked out taking into consideration only particular territory-defining geo-parameters, i.e. only those parameters which exhibit the following correlation coefficient value of the vertical earth’s crust movement velocity: r ≥ 0.50. A forecast of the velocities pertaining to vertical movements of the earth’s crust in the territory under examination was made with the application of regression models. Further in the process of this research, a map was compiled specifying the velocities of vertical movements of the earth’s crust in the territory. In the eastern part of this territory, the earth’s crust rises at a rate of up to 3 mm/year; while in the western part of it, the earth crust lowers at a rate of up to –1.5 mm/year. In order to pinpoint territories characterised by temperate and regular rising/lowering or intensive rising/lowering, a map of horizontal gradients of recent vertical earth crust movements in the territory enclosed by levelling polygon was compiled.

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