An Efficient Sampling Scheme for the Eigenvalues of Dual Wishart Matrices
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DOI: 10.1109/lsp.2021.3121197
Abstract: Despite the numerous results in the literature about the eigenvalue distributions of Wishart matrices, the existing closed-form probability density function (pdf) expressions do not allow for efficient sampling schemes from such densities. In this letter,… read more here.
Keywords: sampling scheme; wishart matrices; dual wishart; efficient sampling ... See more keywords