CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures.
Weiming LiJunpeng ZhuPublished in: J. Multivar. Anal. (2023)
Keyphrases
- high dimensional
- gaussian mixture
- covariance matrix
- covariance matrices
- mixture distribution
- discrete data
- mixtures of gaussians
- low dimensional
- gaussian density
- mixture model
- maximum likelihood
- heavy tailed
- similarity search
- dimensionality reduction
- high dimensionality
- gaussian mixture model
- high dimensional data
- multi dimensional
- parameter space
- sparse data
- data points
- principal components
- feature space
- high dimensional problems
- gene expression data
- principal component analysis
- gaussian distribution
- normal distribution
- factor analyzers
- microarray data
- manifold learning
- singular value decomposition
- sample size
- expectation maximization
- gaussian model
- high dimension
- input space
- neural network
- eigenvalues and eigenvectors
- mixture distributions
- feature selection