On the Distribution of an Arbitrary Subset of the Eigenvalues for some Finite Dimensional Random Matrices.
Marco ChianiAlberto ZanellaPublished in: CoRR (2020)
Keyphrases
- finite dimensional
- infinite dimensional
- higher dimensional
- singular value decomposition
- vector space
- euclidean space
- convex sets
- numerical solution
- covariance matrix
- low dimensional
- reproducing kernel hilbert space
- probability distribution
- face recognition
- geometric properties
- principal component analysis
- shape space
- high dimensional