query: Sampling from matrix-variate normal distribution with singular covariances?
positive_passages.docid: 88211
positive_passages.text: Generate normally distributed random numbers with non positive-definite covariance matrix
negative_passages.docid: 24814
negative_passages.text: Is PCA still done via the eigendecomposition of the covariance matrix when dimensionality is larger than the number of observations?
negative_passages.docid: 31631
negative_passages.text: Proof Verification: Joint variance of the product of a random matrix with a random vector
negative_passages.docid: 15083
negative_passages.text: Mahalanobis Distance on Singular Data
negative_passages.docid: 43311
negative_passages.text: Covariance of Poisson and Conditional Binomial RV's
negative_passages.docid: 122199
negative_passages.text: conditional expectation under bivariate normal
negative_passages.docid: 123573
negative_passages.text: Is a sample covariance matrix always symmetric and positive definite?
negative_passages.docid: 124712
negative_passages.text: Moment generating function for multivariate normal
negative_passages.docid: 77307
negative_passages.text: Why does inversion of a covariance matrix yield partial correlations between random variables?
negative_passages.docid: 108335
negative_passages.text: Approximate order statistics for normal random variables
negative_passages.docid: 88583
negative_passages.text: Sampling from marginal distribution using conditional distribution?
negative_passages.docid: 70640
negative_passages.text: Recovering eigenvectors from SVD
negative_passages.docid: 29407
negative_passages.text: Distribution of multivariate Gaussian conditional on value of linear function
negative_passages.docid: 45858
negative_passages.text: How to compute varimax-rotated principal components in R?
negative_passages.docid: 12830
negative_passages.text: Conditional Multi-variate Normal Distribution
negative_passages.docid: 7207
negative_passages.text: Statistics: sequences of independent and identically distributed random variables
negative_passages.docid: 69589
negative_passages.text: Testing random variate generation algorithms