Inferring the eigenvalues of covariance matrices from limited, noisy data (Q2734357)
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scientific article; zbMATH DE number 1633980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inferring the eigenvalues of covariance matrices from limited, noisy data |
scientific article; zbMATH DE number 1633980 |
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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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0.90425605
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0.8860755
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0.88551617
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0.88165605
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0.8804427
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0.88005775
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