Author

Irène Gannaz

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Preprint Jul 2026

Graph-Based Correlation Matrix Generation: A Convex Optimization Approach

A novel convex optimization framework in which an initial matrix is projected onto an elliptope under a positive semidefiniteness constraint, providing a principled and tunable way to construct correlation matrices suitable for benchmarking statistical methods for graphical model inference.

Ali Fakhar, Kévin Polisano, Irène Gannaz et al. · 0 citations