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3 questions
2
votes
1
answer
294
views
Find a way to apply the MLE on Fisher or Covariance matrix to make cross-correlations
I have 2 Fisher matrixes which represent information for the same variables (I mean columns/rows represent the same parameters in the 2 matrixes).
Now I would like to make the cross-correlations ...
3
votes
2
answers
4k
views
Singular Value Decomposition of Noisy Matrices
I am an engineer who makes measurements of a variable over a grid
of, say, $m\times n$. Since these are actual measurements, the true
values are always corrupted by noise, and what I measure is a ...
3
votes
1
answer
561
views
Reducing eigenvalues of symmetric PSD matrix towards 0: effect on ratios of original matrix elements?
Let $\boldsymbol{S}$ be $k \times k$ positive semi-definite real symmetric matrix with eigen decomposition $\boldsymbol{S} = \boldsymbol{X} \boldsymbol{\Lambda} \boldsymbol{X}'$ ($\boldsymbol{\Lambda}$...