Statistics on the Stiefel manifold: theory and applications (Q1731764)
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English | Statistics on the Stiefel manifold: theory and applications |
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Statistics on the Stiefel manifold: theory and applications (English)
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14 March 2019
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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
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Stiefel manifold
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Gaussian distribution
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Fréchet mean
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