Riemannian distances between covariance operators and Gaussian processes
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Publication:3300646
DOI10.1007/978-3-030-47756-1_24zbMATH Open1444.62167OpenAlexW3036292857MaRDI QIDQ3300646FDOQ3300646
Authors: Minh Ha Quang 
Publication date: 29 July 2020
Published in: Functional and High-Dimensional Statistics and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-47756-1_24
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Gaussian processes (60G15) Analysis of variance and covariance (ANOVA) (62J10) Functional data analysis (62R10) Statistics on manifolds (62R30) Operators on Hilbert spaces (general) (47B02)
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- Infinite-dimensional log-determinant divergences between positive definite trace class operators
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- A unified formulation for the Bures-Wasserstein and log-Euclidean/log-Hilbert-Schmidt distances between positive definite operators
- Affine-invariant Riemannian distance between infinite-dimensional covariance operators
Cited In (11)
- Title not available (Why is that?)
- Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes
- Affine-invariant Riemannian distance between infinite-dimensional covariance operators
- Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces
- Distances and inference for covariance operators
- A unified formulation for the Bures-Wasserstein and log-Euclidean/log-Hilbert-Schmidt distances between positive definite operators
- Covariances in computer vision and machine learning
- Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics
- From covariance matrices to covariance operators: data representation from finite to infinite-dimensional settings
- Gaussian Distributions on Riemannian Symmetric Spaces: Statistical Learning With Structured Covariance Matrices
- Continuous factorizations of covariance operators and Gaussian processes
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