Ir{è}ne Gannaz

Graph-Based Correlation Matrix Generation: A Convex Optimization Approach

Ali Fakhar, K{é}vin Polisano, Ir{è}ne Gannaz, Sophie Achard

This work addresses the generation of theoretical correlation matrices with prescribed sparsity patterns associated to graph structures. We propose a novel convex optimization framework in which an initial matrix is projected onto an elliptope under a positive semidefiniteness co…Read more