Gaussian quadrature for matrix inverse forms with applications.
Chengtao LiSuvrit SraStefanie JegelkaPublished in: ICML (2016)
Keyphrases
- orthogonal matrices
- square root
- matrix inversion
- jacobian matrix
- correlation matrix
- singular value decomposition
- covariance matrices
- covariance matrix
- low rank
- gaussian distribution
- gaussian mixture model
- linear algebra
- missing data
- doubly stochastic
- symmetric positive definite
- amplitude modulation
- pseudo inverse
- rows and columns
- least squares
- marginal distributions