Multivariate Approach to Partial Correlation Analysis
نویسندگان
چکیده
منابع مشابه
Investigating Multivariate Systems using Directed Partial Correlation
Directed partial correlation is a measure for the likelihood of a directed direct interdependence in a multivariate system. Directed partial correlation is based on vector autoregressive processes, and is able to detect Granger causality in such systems. Because inference is entirely drawn from measured data no prior knowledge on the system under investigation is needed.
متن کاملMultivariate Maximal Correlation Analysis
Correlation analysis is one of the key elements of statistics, and has various applications in data analysis. Whereas most existing measures can only detect pairwise correlations between two dimensions, modern analysis aims at detecting correlations in multi-dimensional spaces. We propose MAC, a novel multivariate correlation measure designed for discovering multidimensional patterns. It belong...
متن کاملUnbiased Multivariate Correlation Analysis
Correlation measures are a key element of statistics and machine learning, and essential for a wide range of data analysis tasks. Most existing correlation measures are for pairwise relationships, but real-world data can also exhibit complex multivariate correlations, involving three or more variables. We argue that multivariate correlation measures should be comparable, interpretable, scalable...
متن کاملGeneralization of Canonical Correlation Analysis from Multivariate to Functional Cases and its related problems
In multivariate cases, the aim of canonical correlation analysis (CCA) for two sets of variables x and y is to obtain linear combinations of them so that they have the largest possible correlation. However, when x and y are continouse functions of another variable (generally time) in nature, these two functions belong to function spaces which are of infinite dimension, and CCA for them should b...
متن کاملCausal Information Approach to Partial Conditioning in Multivariate Data Sets
When evaluating causal influence from one time series to another in a multivariate data set it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables and possibly of a reduced number of samples, full conditioning can lead to computational and numerical problems. In this paper, we address the problem of partial conditioning to a limite...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Science Journal of Applied Mathematics and Statistics
سال: 2015
ISSN: 2376-9491
DOI: 10.11648/j.sjams.20150303.20