Affine-Invariant Midrange Statistics

DOI10.1007/978-3-030-26980-7_51MaRDI QIDQ6403342arXivFDO

Authors Cyrus Mostajeran, Christian Grussler, Rodolphe Sepulchre

Publication date 28 June 2022

Published in arXiv

Full work available at URL https://doi.org/10.1007/978-3-030-26980-7_51

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Sufficiency and information (62B99) Multivariate analysis (62H99) Minimax problems in mathematical programming (90C47)

arXiv classification

math.OCstat.CO

Abstract: We formulate and discuss the affine-invariant matrix midrange problem on the cone of $nimesn$ positive definite Hermitian matrices $mathbbP(n)$, which is based on the Thompson metric. A particular computationally efficient midpoint of this metric is investigated as a highly scalable candidate for an average of two positive definite matrices within this context, before studying the $N$-point problem in the vector and matrix settings.

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