Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix.
Yinqiu HeGongjun XuPublished in: J. Multivar. Anal. (2018)
Keyphrases
- positive definite
- covariance matrix
- perturbation theory
- eigenvalue problems
- standard deviation
- probability distribution
- least squares
- rigid body
- correlation matrix
- data sets
- kernel function
- high dimensional
- singular value decomposition
- conditional probabilities
- belief networks
- geometric structure
- power law
- accurate estimation
- similarity matrix
- objective function
- decision trees