Infinite-dimensional log-determinant divergences between positive definite trace class operators

DOI10.1016/J.LAA.2016.09.018OpenAlexW2518806577MaRDI QIDQ1789403FDOQ1789403

Authors: Hà Quang Minh 

Publication date: 10 October 2018

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2016.09.018

zbMATH Keywords

reproducing kernel Hilbert spacestrace class operatorspositive definite operatorsGaussian measures on Hilbert spacesextended Fredholm determinantextended traceinfinite-dimensional log-determinant divergences

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Positive linear operators and order-bounded operators (47B65) Convex sets and cones of operators (47L07)

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Cited In (12)

• Analysis of singular value thresholding algorithm for matrix completion
• Nuclearity and trace formulas of integral operators
• Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
• Riemannian distances between covariance operators and Gaussian processes
• Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces
• Infinite-dimensional log-determinant divergences between positive definite Hilbert-Schmidt operators
• Quantum divergences with \(p\)-power means
• Alpha-beta log-determinant divergences between positive definite trace class operators
• Entropy-regularized 2-Wasserstein distance between Gaussian measures
• Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics
• Quantum Jensen-Shannon divergences between infinite-dimensional positive definite operators
• Variational Bayesian approximation of inverse problems using sparse precision matrices

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