Identifiability of parametric random matrix models
Probability
2021-06-07 v1 Operator Algebras
Statistics Theory
Statistics Theory
Abstract
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.
Cite
@article{arxiv.1812.10678,
title = {Identifiability of parametric random matrix models},
author = {Tomohiro Hayase},
journal= {arXiv preprint arXiv:1812.10678},
year = {2021}
}