On the marginal distribution of the eigenvalues of wishart matrices.
Alberto ZanellaMarco ChianiMoe Z. WinPublished in: IEEE Trans. Commun. (2009)
Keyphrases
- marginal distributions
- positive definite
- covariance matrix
- symmetric matrices
- eigenvalues and eigenvectors
- joint distribution
- probability distribution
- correlation matrix
- singular value decomposition
- kernel matrix
- random fields
- random variables
- contingency tables
- linear combination
- wavelet coefficients
- kernel function
- conditional distribution
- conditional distributions
- low rank
- kernel methods
- gaussian distribution
- principal component analysis
- maximum entropy