Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix.
Elvira Di NardoPublished in: J. Multivar. Anal. (2020)
Keyphrases
- positive definite
- symmetric matrix
- covariance matrix
- symmetric matrices
- least squares
- exponential decay
- singular value decomposition
- latent variables
- geometric structure
- positive semi definite
- semidefinite programming
- basis functions
- lie group
- algebraic properties
- symmetric positive definite
- kernel function
- sufficient conditions
- bayesian networks