Statistics on the Stiefel manifold: theory and applications (Q1731764)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Statistics on the Stiefel manifold: theory and applications
scientific article

    Statements

    Statistics on the Stiefel manifold: theory and applications (English)
    0 references
    0 references
    0 references
    14 March 2019
    0 references
    A Stiefel manifold is a Riemannian homogeneous space. The authors define a Gaussian distribution on a homogeneous space and show that the maximum likelihood estimator of the location parameter of the distribution is the Fréchet mean (FM) of the samples drawn from this distribution. They present an algorithm to recursively compute the FM of the samples and show that the estimator is consistent
    0 references
    Stiefel manifold
    0 references
    Gaussian distribution
    0 references
    Fréchet mean
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references