Inferring the eigenvalues of covariance matrices from limited, noisy data (Q2734357): Difference between revisions
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Revision as of 08:10, 5 March 2024
scientific article
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English | Inferring the eigenvalues of covariance matrices from limited, noisy data |
scientific article |
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Inferring the eigenvalues of covariance matrices from limited, noisy data (English)
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14 August 2001
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Bayesian evidence
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eigenvalue spectrum
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covariance matrices
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sample covariance
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model order selection
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