ICASSP
2011
IEEE
13 years 5 months ago
2011
IEEE
This article provides a central limit theorem for a consistent estimator of the population eigenvalues of a class of sample covariance matrices. An exact expression as well as an ...
MA
2010
Springer
14 years 4 days ago
2010
Springer
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...
NIPS
1994
14 years 3 months ago
1994
We construct a mixture of locally linear generative models of a collection of pixel-based images of digits, and use them for recognition. Different models of a given digit are use...
NIPS
2003
14 years 3 months ago
2003
We derive the limiting form of the eigenvalue spectrum for sample covariance matrices produced from non-isotropic data. For the analysis of standard PCA we study the case where th...