A unified formulation for the Bures-Wasserstein and log-Euclidean/log-Hilbert-Schmidt distances between positive definite operators

DOI10.1007/978-3-030-26980-7_49zbMath1458.62138OpenAlexW2967104361MaRDI QIDQ2305257

Ha Quang Minh

Publication date: 10 March 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-26980-7_49

zbMATH Keywords

positive definite matricespositive definite operatorslog-Euclidean distanceBures-Wasserstein distanceprocrustes distancelog-Hilbert-Schmidt distance

Mathematics Subject Classification ID

Multivariate analysis (62H99) Probability measures on topological spaces (60B05) Positive matrices and their generalizations; cones of matrices (15B48)

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The geometry of mixed-Euclidean metrics on symmetric positive definite matrices ⋮ \(O(n)\)-invariant Riemannian metrics on SPD matrices ⋮ Riemannian Distances between Covariance Operators and Gaussian Processes ⋮ Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces ⋮ Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics ⋮ Unnamed Item ⋮ Weighted Hellinger distance and in-betweenness property ⋮ Hessian transport gradient flows

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