Joint distribution of an arbitrary subset of the ordered eigenvalues of Wishart matrices.
Marco ChianiAlberto ZanellaPublished in: PIMRC (2008)
Keyphrases
- joint distribution
- positive definite
- covariance matrix
- maximum entropy
- marginal distributions
- singular value decomposition
- random variables
- symmetric matrices
- eigenvalues and eigenvectors
- correlation matrix
- covariance matrices
- singular values
- conditional probabilities
- kernel matrix
- conditional distributions
- eigendecomposition
- sample size
- decision trees
- conditional distribution
- semi supervised
- information retrieval
- probability distribution
- principal component analysis
- markov random field
- graphical models
- linear combination