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.
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