Distributions on matrix moment spaces.

Holger Dette Matthias Guhlich Jan Nagel

Published in: J. Multivar. Anal. (2014)

Keyphrases

lower order
linear algebra
low rank
joint distribution
feature selection
probability distribution
singular value decomposition
positive definite
genetic algorithm
collaborative filtering
random variables
kullback leibler divergence
similarity matrix
heavy tailed
fisher information
log normal