• DocumentCode
    641980
  • Title

    An upper-bound on second-order dependency

  • Author

    Siwei Lyu

  • Author_Institution
    Comput. Sci. Dept., SUNY - Univ. at Albany, Albany, NY, USA
  • fYear
    2013
  • fDate
    6-10 July 2013
  • Firstpage
    16
  • Lastpage
    19
  • Abstract
    In this work, we study the upper bound of second order statistical correlation. We provide a condition for a random variable reaching the upper-bound, and an algorithm that transform any variable to have the maximum second order statistical correlation.
  • Keywords
    correlation methods; statistical analysis; maximum second order statistical correlation; random variable reaching; second-order dependency; upper bound; Covariance matrices; Matrix decomposition; Random variables; Symmetric matrices; Transforms; Upper bound; Vectors; Information theory; Second order dependency; Upper-bound;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signal and Information Processing (ChinaSIP), 2013 IEEE China Summit & International Conference on
  • Conference_Location
    Beijing
  • Type

    conf

  • DOI
    10.1109/ChinaSIP.2013.6625288
  • Filename
    6625288
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=641980