Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix.
Nobuki TakayamaLin JiuSatoshi KurikiYi ZhangPublished in: J. Multivar. Anal. (2020)
Keyphrases
- positive definite
- covariance matrix
- linear algebra
- least squares
- perturbation theory
- real life
- machine learning
- markov chain
- real world
- neural network
- square root
- data sets
- social networks
- genetic algorithm
- differential equations
- low rank
- efficient computation
- correlation matrix
- symmetric matrix
- laplace transform
- database