A Riemannian structure for correlation matrices
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Cites work
- A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
- A new, globally convergent Riemannian conjugate gradient method
- A Riemannian framework for tensor computing
- Canonical correlation analysis on SPD(n) manifolds
- Diagonality measures of Hermitian positive-definite matrices with application to the approximate joint diagonalization problem
- Geometric Means in a Novel Vector Space Structure on Symmetric Positive‐Definite Matrices
- Optimization methods on Riemannian manifolds and their application to shape space
- Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices
- Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing
- The Geometry of Algorithms with Orthogonality Constraints
- The Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued data
- Visualization and processing of tensor fields.
Cited in
(14)- A spherical representation of a correlation matrix
- Geodesics and curvature of the quotient-affine metrics on full-rank correlation matrices
- A New Parametrization of Correlation Matrices
- The shape of partial correlation matrices
- scientific article; zbMATH DE number 3105785 (Why is no real title available?)
- Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices
- Introduction to Riemannian Geometry and Geometric Statistics: From Basic Theory to Implementation with Geomstats
- Correlation Matrices Driven by Stochastic Isospectral Flows
- Characterization of invariant inner products
- Permutation-invariant log-Euclidean geometries on full-rank correlation matrices
- Anomaly detection of time series correlations via a novel Lie group structure
- Comonotonic-based time series clustering with constraints: a review and a conceptual framework
- A Riemannian tool for clustering of geo-spatial multivariate data
- Quotient geometry of bounded or fixed-rank correlation matrices
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