The Replica-Symmetric Prediction for Random Linear Estimation With Gaussian Matrices Is Exact.
Galen ReevesHenry D. PfisterPublished in: IEEE Trans. Inf. Theory (2019)
Keyphrases
- symmetric matrices
- covariance matrices
- linear prediction
- positive definite
- prediction accuracy
- semi parametric
- symmetric matrix
- continuous valued
- prediction error
- prediction model
- maximum likelihood
- covariance matrix
- maximum likelihood estimation
- load balancing
- linear complexity
- gaussian distribution
- closed form solutions
- gaussian mixture model
- linear space
- angular velocity
- neural network
- linear quadratic
- correlation function
- hurwitz radon
- statistically independent
- heavy tailed
- orientation estimation
- linear systems
- parameter estimation
- peer to peer