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Inference for Eigenvalues and Eigenvectors in Exponential Families of Random Symmetric Matrices.

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Figure 8.1: The distribution of Aˆ: one-sample Gaussian case, with n = 200.
Figure 8.8: ROC curves for eigenvalue changes: one-sample case, with n(c) = 50, Gaussian sample
Figure 8.9: ROC curves for eigenvalue changes: one-sample case, with n(c) = 50, Wishart sample
Figure 8.10:√√√, Gaussian sample. Four√(0ROC curves for eigenvector changes: one-sample case, with n = 50unit vectors for rotation matrices are chosen as (a) a = (1/√3, 1/√3, 1/√3), (b) a = (1, 0, 0), (c) a =, 1/2, 1/2), (d) a = (1/2, 0, −1/2)
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