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Phase Transition of Eigenvalues of Covariances from the Spiked Mixture Model in High-dimensional Regimes

Delacour, Paul-Louis et al.
arXiv (All) · Papers
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The spiked mixture model (SMM) has been introduced as a probabilistic model that generalizes the single-spike (Wishart) model to a mixture model form. With applications ranging from imaging mass spectrometry in the life sciences to hyperspectral imaging in computer vision, it is crucial to understan
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