Multivariate normal distributions parametrized as a Riemannian symmetric space (Q1582628)
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English | Multivariate normal distributions parametrized as a Riemannian symmetric space |
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Multivariate normal distributions parametrized as a Riemannian symmetric space (English)
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17 October 2002
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The authors construct a bijection between the space \(\mathcal N\) of normal distributions on \({\mathbb{R}}^n\) and the symmetric space SL\((n+1)/\text{SO}(n+1)\). Thus \(\mathcal N\) inherits a symmetric Riemannian metric, for which the distance function is explicitely computed. Since SL\((n+1)/\text{SO}(n+1)\) is a Hadamard manifold the center of mass is defined globally. Its construction is reviewed.
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multivariate normal distribution
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geodesic distance
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Riemannian symmetric space
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curvature
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center of mass
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Hadamard manifold
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