An Upper Bound to the Marginal PDF of the Ordered Eigenvalues of Wishart Matrices
Hong Ju ParkEnder AyanogluPublished in: CoRR (2012)
Keyphrases
- upper bound
- positive definite
- covariance matrix
- symmetric matrices
- eigenvalues and eigenvectors
- lower bound
- sample size
- correlation matrix
- singular value decomposition
- probability density function
- covariance matrices
- kernel matrix
- probability distribution
- eigendecomposition
- singular values
- lower and upper bounds
- worst case
- error probability
- branch and bound algorithm
- objective function
- kernel function
- probability distribution function
- partially ordered
- geometric structure
- principal components
- mixture model
- marginal distributions
- density function
- low rank
- principal component analysis
- kullback leibler divergence
- semidefinite programming
- gaussian distribution
- constant factor
- higher order statistics
- least squares
- probability distribution functions