On the probability that all eigenvalues of Gaussian and Wishart random matrices lie within an interval.
Marco ChianiPublished in: CoRR (2015)
Keyphrases
- covariance matrices
- covariance matrix
- positive definite
- maximum likelihood
- symmetric matrices
- eigenvalues and eigenvectors
- singular value decomposition
- probability distribution
- correlation matrix
- distance measure
- gaussian distribution
- probabilistic logic programs
- singular values
- gaussian mixture
- doubly stochastic
- eigendecomposition
- kernel matrix
- heavy tailed
- genetic algorithm
- central limit theorem
- probability functions
- gaussian mixture model
- sample size
- least squares
- pseudo inverse
- feature space
- multiscale
- probability theory
- conditional probabilities
- probability density