Related Books

An Introduction to Wishart Matrix Moments: Introduction 2. Some preliminary results 3. Matrix moment polynomial formulae 4. Laplace matrix transforms 5. Concentration and trace-type estimates 6. Proof of the main results Appendix References
Language: en
Pages: 134
Authors: Adrian N. Bishop, Pierre Del Moral, Angèle Niclas
Categories: Random matrices
Type: BOOK - Published: 2018 - Publisher:

Random matrix theory plays a central role in statistical physics, computational mathematics and engineering sciences, including data assimilation, signal processing, combinatorial optimization, compressed sensing, econometrics and mathematical finance, among numerous others. The mathematical foundations of the theory of random matrices are technical, and mathematically difficult to penetrate for non-experts, regular
An Introduction to Wishart Matrix Moments
Language: en
Pages: 134
Authors: Adrian N. Bishop, Pierre Del Moral, Angele Niclas
Categories: Random matrices
Type: BOOK - Published: 2018-12-07 - Publisher: Foundations and Trends (R) in Machine Learning

This book, written in lecture note style, provides a comprehensive and self-contained introduction to the analysis of Wishart matrix moments. It can act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition of Wishart matrix moments.
An Introduction to Random Matrices
Language: en
Pages: 492
Authors: Greg W. Anderson, Alice Guionnet, Ofer Zeitouni
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: Cambridge University Press

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Bilinear Regression Analysis
Language: en
Pages: 468
Authors: Dietrich von Rosen
Categories: Mathematics
Type: BOOK - Published: 2018-08-02 - Publisher: Springer

This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model and its extensions. In order to analyze the bilinear regression models in an interpretable way, concepts from linear models are extended and applied to
A First Course in Random Matrix Theory
Language: en
Pages: 370
Authors: Marc Potters, Jean-Philippe Bouchaud
Categories: Computers
Type: BOOK - Published: 2020-12-03 - Publisher: Cambridge University Press

An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.