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

machine learningRiemannian manifoldsectional curvatureinformation geometrySiegel spaceRiemannian exponential mapRiemannian logarithm mapvar model

Mathematics Subject Classification ID

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

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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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