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Accuracy of Pseudo-Inverse Covariance Learning—A Random Matrix Theory Analysis

✍ Scribed by Hoyle, D.C.


Book ID
117931711
Publisher
IEEE
Year
2011
Tongue
English
Weight
534 KB
Volume
33
Category
Article
ISSN
0162-8828

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Given an absolutely continuous density of a random matrix X, we study the density of the inverse when X is a p x p symmetric, triangular and arbitrary matrix, and the pseudo-inverse when X is rectangular. In the latter case we provide alternative proofs to that of Zhang (1985), who first obtained th