Gaussian Distributions on Riemannian Symmetric Spaces: Statistical Learning With Structured Covariance Matrices

DOI10.1109/TIT.2017.2713829zbMath1464.62300arXiv1607.06929WikidataQ115263236 ScholiaQ115263236MaRDI QIDQ4566664

Baba C. Vemuri, Salem Said, Lionel Bombrun, Hatem Hajri

Publication date: 27 June 2018

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.06929

Mathematics Subject Classification ID

62G07: Density estimation

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

15B51: Stochastic matrices