Inferring the eigenvalues of covariance matrices from limited, noisy data (Q2734357)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inferring the eigenvalues of covariance matrices from limited, noisy data |
scientific article |
Statements
Inferring the eigenvalues of covariance matrices from limited, noisy data (English)
0 references
14 August 2001
0 references
Bayesian evidence
0 references
eigenvalue spectrum
0 references
covariance matrices
0 references
sample covariance
0 references
model order selection
0 references