Note the simpler form of equation 2, essentially due to Gauss's integral operating more cleanly over the complex plane than the real lineRobin K. S. Hankin
The Complex Multivariate Gaussian Distribution 来自 学术范 喜欢 0 阅读量: 46 作者: RKS Hankin 摘要: where z denotes the Hermitian transpose of complex vector z. Now ∈ Cn is the complex mean and Γ = E (Z - ) (Z - ) is the complex variance; Γ is a Hermitian positive definite ...
In this paper, asymptotic expansions of the non-null distribution of the Wilks' statistic for Manova based on the complex multivariate Gaussian distribution is obtained for the cases (a) when the non-centrality parameter ω∼is constant and (b) when ∼Is of the same order as the sample ...
Goodman, N.R.: Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction). Ann. Math. Stat.34, 152–177 (1963) ArticleMathSciNetMATHGoogle Scholar Grilo, L.M.: Development of near-exact distributions for different scenarios of application of the Wilks La...
if log-likelihood of model A is higher than that of model B, one can conclude that model A explains the data better than model B. In this work all types of PGMs and, along them, all networks of different sizes encode a multivariate Gaussian distribution over a constant dimensional variable...
{3}\right)\). If we use the properties of multivariate Gaussian distributions, we can decompose\(p\left(\Theta | {\sigma }_{G}^{2},{\sigma }_{\phi }^{2},\mu ,{\sigma }_{\epsilon }^{2},Z,{\bf{y}}\right)\propto \mathop{\prod }\nolimits_{i = 1}^{{M}_{G}+{M...
Distribution of LRC for testing sphericity of a complex multivariate Gaussian model In this paper, exact null distribution of the likelihood ratio criterion for testing sphericity structure in a complex multivariate normal covariance matri... DK Nagar,SK Jain,AK Gupta - 《International Journal of Math...
A first party has a data vector x and a second party has a classifier defined as a set of multivariate Gaussian distributions. A secure inner dot product procedure is applied to each multivariate Gaussian distribution and the data vector... Smaragdis, Paris,Shashanka, Madhusudara 被引量: 11发...
"Moments of the complex multivariate normal distribution," Linear algebra and its applications, vol. 237/238, pp. 191- 204, 1996.Sultan S. A., Tracy D. S., "Moments of the complex multivariate normal distribution," Linear Algebra and its Applications, vol. 237/238, pp. 191-204, 1996...
We describe a method for “validating” the presence of a flare in a data set, i.e. for determining that no flare could be obtained if the data is selected from a multivariate Gaussian distribution. To test the significance of flares we generated 1000 datasets of the same dimensionality as...