Bayesian inference for spectral projectors of the covariance matrix (Q1657873)
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English | Bayesian inference for spectral projectors of the covariance matrix |
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Bayesian inference for spectral projectors of the covariance matrix (English)
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14 August 2018
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covariance matrix
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spectral projector
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principal component analysis
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Bernstein-von Mises theorem
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