Joint and cross covariance matrices detect shared signals earlier than self-covariances in undersampled high-dimensional data, with the better choice depending on dimensionality mismatch between the variables.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cond-mat.dis-nn 1years
2025 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
Better Together: Cross and Joint Covariances Enhance Signal Detectability in Undersampled Data
Joint and cross covariance matrices detect shared signals earlier than self-covariances in undersampled high-dimensional data, with the better choice depending on dimensionality mismatch between the variables.