Simple and exact extreme eigenvalue distributions of finite Wishart matrices

2015 ◽  
Vol 9 (7) ◽  
pp. 990-998 ◽  
Author(s):  
Wensheng Zhang ◽  
Giuseppe Abreu ◽  
Pavel Zheltov
Keyword(s):  
Extreme Eigenvalue ◽  
Wishart Matrices

scholarly journals Despeckling PolSAR Images with a Structure Tensor Filter

2020 ◽  
Author(s):  
D Santana-Cedres ◽  
L Gomez ◽  
L Alvarez ◽  
Alejandro Frery
Keyword(s):  
Monte Carlo ◽  
Anisotropic Diffusion ◽  
State Of The Art ◽  
Monte Carlo Analysis ◽  
Structure Tensor ◽  
Synthetic Aperture ◽  
Experimental Setup ◽  
Polarimetric Synthetic Aperture Radar ◽  
Wishart Matrices ◽  
Dominant Direction

© 2004-2012 IEEE. In this letter, we propose a new despeckling filter for fully polarimetric synthetic aperture radar (PolSAR) images defined by 3× 3 complex Wishart distributions. We first generalize the well-known structure tensor to deal with PolSAR data which allows to efficiently measure the dominant direction and contrast of edges. The generalization includes stochastic distances defined in the space of the Wishart matrices. Then, we embed the formulation into an anisotropic diffusion-like schema to build a filter able to reduce speckle and preserve edges. We evaluate its performance through an innovative experimental setup that also includes Monte Carlo analysis. We compare the results with a state-of-the-art polarimetric filter.

Regression conditions that characterize free-Poisson and free-Kummer distributions

2021 ◽  
pp. 2250019
Author(s):  
Agnieszka Piliszek
Keyword(s):  
Spectral Distribution ◽  
Random Variables ◽  
Independence Property ◽  
Wishart Matrices

We find the asymptotic spectral distribution of random Kummer matrix. Then we formulate and prove a free analogue of HV independence property, which is known for classical Kummer and Gamma random variables and for Kummer and Wishart matrices. We also prove a related characterization of free-Kummer and free-Poisson (Marchenko–Pastur) non-commutative random variables.

scholarly journals Statistical eigen-inference from large Wishart matrices

2008 ◽  
Vol 36 (6) ◽  
pp. 2850-2885 ◽  
Author(s):  
N. Raj Rao ◽  
James A. Mingo ◽  
Roland Speicher ◽  
Alan Edelman
Keyword(s):  
Wishart Matrices
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