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Tails of Random Matrix Diagonal Elements: The Case of the Wishart Inverse
Aris L. Moustakas
Published in:
CoRR (2011)
Keyphrases
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positive definite
covariance matrix
symmetric positive definite
orthogonal matrices
genetic algorithm
correlation matrix
jacobian matrix
case study
matrix inversion
database
evolutionary algorithm
higher order
linear combination
singular value decomposition