Classification in the Siegel space for vectorial autoregressive data

DOI10.1007/978-3-030-80209-7_74MaRDI QIDQ2117928zbMATH OpenOpenAlexFDO

Authors Yann Cabanes, Frank Nielsen

Publication date 22 March 2022

Full work available at URL https://doi.org/10.1007/978-3-030-80209-7_74

zbMATH Keywords

information geometrymachine learningRiemannian exponential mapRiemannian logarithm mapRiemannian manifoldsectional curvatureSiegel spacevar model

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Non-Euclidean differential geometry (53A35) Differential geometric aspects of statistical manifolds and information geometry (53B12) Learning and adaptive systems in artificial intelligence (68T05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• On approximating the Riemannian 1-center
• The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
• Toeplitz Hermitian positive definite matrix machine learning based on Fisher metric

Cited in

(2)

• Classification Rules under Autoregressive and General Circulant Covariance
• The classification problem with autoregressive process

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