On the distribution of the second-largest latent root for certain high dimensional Wishart matrices.
Takayuki IimoriToru OguraTakakazu SugiyamaPublished in: Int. J. Knowl. Eng. Soft Data Paradigms (2013)
Keyphrases
- high dimensional
- positive definite
- sparse data
- probability distribution
- low dimensional
- spatial distribution
- multi dimensional
- data distribution
- high dimensionality
- singular value decomposition
- power law
- latent variables
- parameter space
- microarray data
- bayesian networks
- random variables
- kernel function
- feature space