Sign Up to like & get
recommendations!
1
Published in 2021 at "IEEE Signal Processing Letters"
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