A Fast Metropolis-Hastings Method for Generating Random Correlation Matrices. Córdoba, I., Varando, G., Bielza, C., & Larrañaga, P. In Intelligent Data Engineering and Automated Learning - IDEAL 2018 - 19th International Conference, Madrid, Spain, November 21-23, 2018, Proceedings, Part I, pages 117–124, 2018.
A Fast Metropolis-Hastings Method for Generating Random Correlation Matrices [link]Paper  doi  bibtex   
@inproceedings{DBLP:conf/ideal/CordobaVBL18,
  author    = {Irene C{\'{o}}rdoba and
               Gherardo Varando and
               Concha Bielza and
               Pedro Larra{\~{n}}aga},
  title     = {A Fast Metropolis-Hastings Method for Generating Random Correlation
               Matrices},
  booktitle = {Intelligent Data Engineering and Automated Learning - {IDEAL} 2018
               - 19th International Conference, Madrid, Spain, November 21-23, 2018,
               Proceedings, Part {I}},
  pages     = {117--124},
  year      = {2018},
  crossref  = {DBLP:conf/ideal/2018-1},
  url       = {https://doi.org/10.1007/978-3-030-03493-1\_13},
  doi       = {10.1007/978-3-030-03493-1\_13},
  timestamp = {Tue, 14 May 2019 10:00:45 +0200},
  biburl    = {https://dblp.org/rec/conf/ideal/CordobaVBL18.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

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