کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1855942 1529837 2016 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
From micro-correlations to macro-correlations
ترجمه فارسی عنوان
از همبستگی های میکرو به همبستگی های کلان
کلمات کلیدی
همبستگی کلی، همبستگی میکرو، همبستگی ماکرو، مدل های مخلوط
موضوعات مرتبط
مهندسی و علوم پایه فیزیک و نجوم فیزیک و نجوم (عمومی)
چکیده انگلیسی

Random vectors with a symmetric correlation structure share a common value of pair-wise correlation between their different components. The symmetric correlation structure appears in a multitude of settings, e.g. mixture models. In a mixture model the components of the random vector are drawn independently from a general probability distribution that is determined by an underlying parameter, and the parameter itself is randomized. In this paper we study the overall correlation of high-dimensional random vectors with a symmetric correlation structure. Considering such a random vector, and terming its pair-wise correlation “micro-correlation”, we use an asymptotic analysis to derive the random vector’s “macro-correlation” : a score that takes values in the unit interval, and that quantifies the random vector’s overall correlation. The method of obtaining macro-correlations from micro-correlations is then applied to a diverse collection of frameworks that demonstrate the method’s wide applicability.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Annals of Physics - Volume 374, November 2016, Pages 138–161
نویسندگان
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