Bayesian inference for spectral projectors of the covariance matrix (Q1657873)

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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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