Geometry-aware principal component analysis for symmetric positive definite matrices
DOI10.1007/S10994-016-5605-5zbMATH Open1459.62236OpenAlexW2554291319MaRDI QIDQ2398090FDOQ2398090
Inbal Horev, Masashi Sugiyama, Florian Yger
Publication date: 15 August 2017
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10994-016-5605-5
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dimensionality reductionGrassmann manifoldPCARiemannian geometrysymmetric positive definite (SPD) manifold
Factor analysis and principal components; correspondence analysis (62H25) Image analysis in multivariate analysis (62H35) Statistics on manifolds (62R30)
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Cited In (9)
- Probabilistic learning vector quantization on manifold of symmetric positive definite matrices
- cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope
- Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems
- Minimum cost‐compression risk in principal component analysis
- Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm
- Complex principal component analysis: theory and geometrical aspects
- Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds
- Unsupervised manifold learning with polynomial mapping on symmetric positive definite matrices
- Faster Riemannian Newton-type optimization by subsampling and cubic regularization
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