Statistical applications for equivariant matrices
In a variety of statistical application involving solutions of linear equations, the coefficient matrix is equivariant with respect to a finite group of permutations. It is pointed out how this equivariance property can be used to reduce the cost of computation for solving linear systems. It is shown that the quadratic form is invariant with respect to a permutation matrix. This fact is used to determine the multiplicity of eigenvalues of a matrix and yields the corresponding eigenvectors with low computational cost. Some applications in statistics are presented. These include Fourier transforms on a symmetric group arising in statistical analysis of rankings in an election, and spectral analysis in stationary processes.
- A matrix inequality and its statistical application
- Eigenvalues for equivariant matrices
- Invariance of numerical character of matrix products and their statistical applications
- Application of Random Matrix Theory to Multivariate Statistics
- A matrix identity and its applications to equivalent hypotheses in linear models
- scientific article; zbMATH DE number 4117677 (Why is no real title available?)
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