Inference for linear forms of eigenvectors under minimal eigenvalue separation: Asymmetry and heteroscedasticity.
Chen ChengYuting WeiYuxin ChenPublished in: CoRR (2020)
Keyphrases
- covariance matrix
- hessian matrix
- eigenvalue problems
- pseudo inverse
- random matrix theory
- probabilistic inference
- principal component analysis
- singular value decomposition
- symmetric matrix
- eigenvalues and eigenvectors
- laplacian matrix
- inference process
- correlation matrix
- spectral clustering
- closed form
- eigendecomposition
- bayesian networks
- linear systems
- eigenvalue decomposition
- random fields
- probabilistic model