Publication detail

Correlation Process Resulting from Random Swapping of the Order of Elements

VOŘECHOVSKÝ, M. KADĚROVÁ, J.

Original Title

Correlation Process Resulting from Random Swapping of the Order of Elements

Type

conference paper

Language

English

Original Abstract

The contribution deals with properties of a process of statistical correlation between two vectors of samples of random variables. The process results from random swaps of their order. This method is being applied when controlling correlations or removing undesired statistical dependence among vectors of samples representing random variables. The derived results form the basis of a theory leading to the explanation of the convergence rate of more advanced techniques based on a sequence of random shuffling of the order of elements.

Keywords

Monte Carlo Sampling, correlation control, simulated annealing, Gaussian stationary random process.

Authors

VOŘECHOVSKÝ, M.; KADĚROVÁ, J.

RIV year

2013

Released

16. 10. 2013

Publisher

AIP Proceedings

Location

Rhodes, Greece

ISBN

978-0-7354-1184-5

Book

11th International Conference of Numerical Analysis and Applied Mathematics 2013

ISBN

0094-243X

Periodical

AIP conference proceedings

Year of study

1558

Number

1450

State

United States of America

Pages from

1450

Pages to

1453

Pages count

4

BibTex

@inproceedings{BUT101982,
  author="Miroslav {Vořechovský} and Jana {Kaděrová}",
  title="Correlation Process Resulting from Random Swapping of the Order of Elements",
  booktitle="11th International Conference of Numerical Analysis and Applied Mathematics 2013",
  year="2013",
  journal="AIP conference proceedings",
  volume="1558",
  number="1450",
  pages="1450--1453",
  publisher="AIP Proceedings",
  address="Rhodes, Greece",
  doi="10.1063/1.4825791",
  isbn="978-0-7354-1184-5",
  issn="0094-243X"
}