Wishart-Laplace distributions associated with matrix quadratic forms.
Joseph C. MasaroChi Song WongPublished in: J. Multivar. Anal. (2010)
Keyphrases
- positive definite
- probability distribution
- symmetric matrix
- singular value decomposition
- pairwise
- linear matrix inequality
- semidefinite
- kullback leibler divergence
- objective function
- geometric structure
- low rank
- covariance matrix
- joint distribution
- power law
- linear algebra
- random variables
- kl divergence
- matrix representation
- covariance matrices
- fisher information
- hidden markov models
- computational complexity