An Efficient Sampling Scheme for the Eigenvalues of Dual Wishart Matrices.

Ignacio Santamaría Víctor Elvira

Published in: IEEE Signal Process. Lett. (2021)

Keyphrases

positive definite
symmetric matrices
singular value decomposition
covariance matrix
correlation matrix
eigenvalues and eigenvectors
singular values
covariance matrices
kronecker product
kernel matrix
machine learning
objective function
data matrix