Abstract: Revealing data with intrinsically diagonal block structures is particularly useful for analyzing groups of highly correlated variables. Earlier researches based on non-negative matrix ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...

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Abstract: We propose a new algorithm for Approximate Joint Diagonalization (AJD) with two main advantages over existing state-of-the-art algorithms: Improved overall running speed, especially in large ...

The operation of concatenating vectors or matrices under MATLAB is defined as a combination of the variables in a single vector or matrix. There are two types of concatenation operation: horizontal ...

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