An infinitesimal probabilistic model for principal component analysis of manifold valued data

DOI10.1007/s13171-018-0139-5zbMath1426.62404arXiv1801.10341OpenAlexW2964325228WikidataQ129393026 ScholiaQ129393026MaRDI QIDQ2316992

Stefan Sommer

Publication date: 7 August 2019

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.10341

zbMATH Keywords

principal component analysisprobabilistic PCAframe bundlestochastic developmentanisotropic normal distributionsmanifold valued statistics

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistics on manifolds (62R30) Global differential geometry (53C99)

Related Items (2)

Recent advances in directional statistics ⋮ Statistics for data with geometric structure. Abstracts from the workshop held January 21--27, 2018

Uses Software

• Theano

Cites Work

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• Horizontal Dimensionality Reduction and Iterated Frame Bundle Development

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