A unified framework for correlation mining in ultra-high dimension

HIGHLIGHTS

  • who: Stein`s method. and colleagues from the (UNIVERSITY) have published the research work: A Unified Framework for Correlation Mining in Ultra-High Dimension, in the Journal: (JOURNAL)
  • what: The authors propose a unifying approach to correlation and partial correlation mining that is not restricted to block diagonal correlation structure thus yielding a methodology that is suitable for modern applications. By making novel connections to random geometric graphs , the authors demonstrate that the distribution of the number of discoveries beyond a certain threshold is approximated by a compound Poisson distribution, with different parameters in the . . .

     

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