Simulating sample correlation matrices is important in many areas of statistics. Approaches such as generating Gaussian data and finding their sample correlation matrix or generating random uniform ...

To achieve this, we propose a speckle-correlation scattering matrix approach; light-field information passing through a thin disordered layer is recorded and retrieved from a single-shot recording ...

The inverse of the correlation matrix, however, also has important interpretations. An exposition of some of the properties connected with the inverse of the correlation matrix is provided and its use ...