On Approximating the Eigenvalues of Stochastic Matrices in Probabilistic Logspace.
Dean DoronAmir SaridAmnon Ta-ShmaPublished in: Comput. Complex. (2017)
Keyphrases
- singular value decomposition
- eigenvalues and eigenvectors
- symmetric matrices
- probabilistic model
- covariance matrices
- singular values
- principal components
- correlation matrix
- covariance matrix
- monte carlo
- eigendecomposition
- principal component analysis
- information theoretic
- stochastic optimization
- forward and backward
- stochastic context free grammars
- feature space
- positive definite