Jensen divergence-based means of SPD matrices

DOI10.1007/978-3-642-30232-9_6zbMATH Open1319.94021OpenAlexW2233843757MaRDI QIDQ5325895FDOQ5325895

Authors: Meizhu Liu, Baba C. Vemuri, Frank Nielsen 

Publication date: 31 July 2013

Published in: Matrix Information Geometry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-30232-9_6

Recommendations

• Divergence measures and means of symmetric positive-definite matrices
• Means of Hermitian positive-definite matrices based on the log-determinant \(\alpha\)-divergence function
• A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
• Averaging symmetric positive-definite matrices
• Geometric Means in a Novel Vector Space Structure on Symmetric Positive‐Definite Matrices

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Semidefinite programming (90C22) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cited In (3)

• Log-determinant divergences revisited: alpha-beta and gamma log-det divergences
• Bayesian regression and classification using Gaussian process priors indexed by probability density functions
• Means of Hermitian positive-definite matrices based on the log-determinant \(\alpha\)-divergence function

Uses Software

• Matrix Means Toolbox

This page was built for publication: Jensen divergence-based means of SPD matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5325895)