span (A₁, . . . ,An) denotes the linear space spanned by Hilbert space operators A₁, . . . ,An. It is known that if span (A, B) consists of normal operators, then A, B commute. Let MI denote the set ...

With no restriction on covariance matrices, we also provide a solution of the best linear combination of markers in the sense that the area under the ROC curve of this combination is maximized among ...