Thomas Lumley • 12/4/2023

Sparse correlation and the Central Limit Theorem

Read Original

The article discusses sparse correlation structures, such as those arising from multi-rater experiments, and investigates the application of the Central Limit Theorem to sums of dependent random variables. It details statistical models, variance calculations, and references proofs using methods like cumulants and Stein's Method.

0 comments
#statistics #Gee #Random Effects
Sparse correlation and the Central Limit Theorem

Comments

No comments yet

Be the first to share your thoughts!

Browser Extension

Get instant access to AllDevBlogs from your browser

Top of the Week

1
The Beautiful Web
Jens Oliver Meiert • 2 votes
2
When your coding agent doesn’t understand your project, you’ll get junk
Benjamin Cane • 1 votes
3
LLM Use in the Python Source Code
Miguel Grinberg • 1 votes
4
Wagon’s algorithm in Python
John D. Cook • 1 votes
5
An example conversation with Claude Code
Dumm Zeuch • 1 votes