Timeline for Visualizing correlation matrices and reducing their bandwith
Current License: CC BY-SA 3.0
3 events
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| Feb 4, 2018 at 20:22 | comment | added | kjetil b halvorsen♦ | That's OK, thanks. It would be easier, maybe, to say something about reducing bandwith (I take that to mean the "bread" of the diagonal band) if you could say something about the use of the resulting correlation matrix, which could lead to some criterion to optimize, maybe ... | |
| Feb 4, 2018 at 20:18 | comment | added | Olivier | I won't mark your answer as accepted because (like my answer) it does not explain how we can reduce the bandwidth of correlation matrices. Thanks for the links though, I'll look into that. | |
| Feb 4, 2018 at 18:05 | history | answered | kjetil b halvorsen♦ | CC BY-SA 3.0 |