Querying a Matrix through Matrix-Vector Products

作者: Jialin Zhang , David P. Woodruff , Xiaoming Sun , Guang Yang

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摘要: … Let X be an n × m matrix with each row iid drawn from an m-variate normal distribution N (0, Σ). Then the distribution of the m × m random matrix A = XT X is called the Wishart distri…

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