Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint

DOI10.1109/TSP.2012.2186447zbMath1393.94699OpenAlexW2121661590MaRDI QIDQ4573667

Eduard Jorswieck, Martin Mittelbach, Bho Matthiesen

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2012.2186447

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Positive matrices and their generalizations; cones of matrices (15B48) Canonical forms, reductions, classification (15A21) Sampling theory in information and communication theory (94A20)

Related Items (6)

Bayesian inference for quantum state tomography ⋮ Master Lovas-Andai and equivalent formulas verifying the \(\frac{8}{33}\) two-qubit Hilbert-Schmidt separability probability and companion rational-valued conjectures ⋮ Von Neumann indices and classes of positive definite functions ⋮ Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix ⋮ Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor ⋮ Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints

This page was built for publication: Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint