Gaussian distributions on Riemannian symmetric spaces of nonpositive curvature

MaRDI QIDQ5097126zbMATH OpenFDO

Authors Salem Said, Cyrus Mostajeran, Simon Heuveline

Publication date 19 August 2022

Full work available at URL https://www.sciencedirect.com/science/article/pii/S0169716122000104

zbMATH Keywords

Bayesian inferenceconvex optimizationGaussian distributionMarkov-chain Monte Carlorandom matrix theorysymmetric space

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Directional data; spatial statistics (62H11)

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Cited in

(5)

• Gaussian distributions on Riemannian symmetric spaces in the large \(N\) limit
• Gaussian Distributions on Riemannian Symmetric Spaces: Statistical Learning With Structured Covariance Matrices
• Differential geometry with extreme eigenvalues in the positive semidefinite cone
• Invariant kernels on Riemannian symmetric spaces: a harmonic-analytic approach
• Huber means on Riemannian manifolds

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