Extreme Eigenvalue Distributions of Gamma-Wishart Random Matrices.
K. D. Prathapasinghe DharmawansaMatthew R. McKayPublished in: ICC (2011)
Keyphrases
- positive definite
- covariance matrix
- covariance matrices
- perturbation theory
- heavy tailed
- gamma distributions
- correlation matrix
- random matrix theory
- eigenvalue problems
- random vectors
- singular value decomposition
- random variables
- normal distribution
- marginal distributions
- neural network
- rows and columns
- random samples
- learning algorithm
- singular values
- kernel matrix
- least squares
- genetic algorithm