Identifiability of parametric random matrix models
2019 ◽
Vol 22
(03)
◽
pp. 1950018
Keyword(s):
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.
2012 ◽
Vol 01
(02)
◽
pp. 1150008
◽
2018 ◽
Vol 38
(2)
◽
pp. 359-384
1991 ◽
Vol 06
(39)
◽
pp. 3627-3633
◽
Keyword(s):
Keyword(s):