Skip to Main content Skip to Navigation
Conference papers

Finite Dimensional Statistical Inference

Abstract : In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions as well as one sided correlated zero mean Wishart distributions. The tools used are borrowed from the free probability framework which have been quite successful for high dimensional statistical inference (when the size of the matrices tends to infinity), also known as free deconvolution. This contribution focuses on the finite Gaussian case and proposes algorithmic methods to compute the moments.
Complete list of metadata
Contributor : Catherine Magnet Connect in order to contact the contributor
Submitted on : Tuesday, October 27, 2009 - 11:33:38 AM
Last modification on : Monday, December 14, 2020 - 2:36:02 PM




Antonia Masucci, O. Ryan, Sheng Yang, Merouane Debbah. Finite Dimensional Statistical Inference. 2009 International Conference on Ultra Modern Telecommunications & Workshops, Oct 2009, St Petersburg, Russia. pp.1 - 6, ⟨10.1109/ICUMT.2009.5345347⟩. ⟨hal-00426658⟩



Les métriques sont temporairement indisponibles