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arXiv · 1812.10678

Identifiability of parametric random matrix models

Tomohiro Hayase
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Abstract

We investigate parameter identifiability of spectral distributions of random matrices. In particular, we treat compound Wishart type and signal-plus-noise type. We show that each model is identifiable up to some kind of rotation of parameter space. Our method is based on free probability theory.

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Tomohiro Hayase. 2018-12-27. Identifiability of parametric random matrix models. https://arxiv.org/abs/1812.10678

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