Biblio

A fast Metropolis-Hastings method for generating random correlation matrices

Córdoba-Sánchez, I., G. Varando, C. Bielza, and P. Larrañaga, "A fast Metropolis-Hastings method for generating random correlation matrices", International Conference on Intelligent Data Engineering and Automated Learning , vol. Lecture Notes in Computer Science 11314: Springer, pp. 117-124, 2018.