Timeline for density for Gaussian gram matrices
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 7, 2019 at 2:25 | comment | added | BenB | I am also interested in this question. Have you made any progress? | |
| Dec 5, 2011 at 22:28 | comment | added | AatG | $Z$ is a matrix whose columns are distributed $\mathcal{N}(0, \Sigma).$ If the rows were distributed that way, then $Z'Z$ would be a Wishart distribution. | |
| Dec 5, 2011 at 6:59 | comment | added | Yemon Choi | I think I misunderstood the question. So is $Z$ a row vector of i.i.d. normals with mean zero and prescribed variance? | |
| Dec 4, 2011 at 10:52 | comment | added | Suvrit | Isn't this related to the: en.wikipedia.org/wiki/Matrix_normal_distribution | |
| Dec 4, 2011 at 1:45 | comment | added | Yemon Choi | Oh, sorry, misread. So the columns are iid but the rows need not be? | |
| Dec 4, 2011 at 1:38 | comment | added | Yemon Choi | If $Z'$ means the transpose, isn't this the Wishart distribution/density? | |
| Dec 4, 2011 at 1:32 | history | asked | AatG | CC BY-SA 3.0 |