Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses ...

Statistical mechanics provides a fundamental framework for understanding how collective phenomena in many-body systems give rise to macroscopic changes in state, known as phase transitions ...

The statistical relationship between human height and weight is of especial importance to clinical medicine, epidemiology, and the biology of human development. Yet, after more than a century of ...