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A Fast Metropolis-Hastings Method for Generating Random Correlation Matrices

Irene Córdoba, Gherardo Varando, Concha Bielza, Pedro Larrañaga. A Fast Metropolis-Hastings Method for Generating Random Correlation Matrices. In Hujun Yin, David Camacho, Paulo Novais, Antonio J. Tallón-Ballesteros, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2018 - 19th International Conference, Madrid, Spain, November 21-23, 2018, Proceedings, Part I. Volume 11314 of Lecture Notes in Computer Science, pages 117-124, Springer, 2018. [doi]

Authors

Irene Córdoba

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Gherardo Varando

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Concha Bielza

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Pedro Larrañaga

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