Information Geometry of Covariance Matrix: Cartan-Siegel Homogeneous Bounded Domains, Mostow/Berger Fibration and Fréchet Median

DOI10.1007/978-3-642-30232-9_9zbMATH Open1319.62072OpenAlexW144678108MaRDI QIDQ5325899FDOQ5325899

Frédéric Barbaresco

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_9

Mathematics Subject Classification ID

Parametric inference (62F99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Hermitian symmetric spaces, bounded symmetric domains, Jordan algebras (complex-analytic aspects) (32M15)

Cited In (16)

• From Covariance Matrices to Covariance Operators: Data Representation from Finite to Infinite-Dimensional Settings
• The Schrödinger problem on the non-commutative Fisher-Rao space
• A new life of Pearson's skewness
• Geometric means of structured matrices
• On the Bures-Wasserstein distance between positive definite matrices
• Geometry of matrix decompositions seen through optimal transport and information geometry
• The bipolar decomposition
• Perturbation bounds for Mostow's decomposition and the bipolar decomposition
• Alpha-beta log-determinant divergences between positive definite trace class operators
• Riemannian \(L^p\) averaging on Lie group of nonzero quaternions
• Linear models based on noisy data and the Frisch scheme
• Information geometry of Busemann-barycenter for probability measures
• Bayesian regression and classification using Gaussian process priors indexed by probability density functions
• Computing distances and geodesics between manifold-valued curves in the SRV framework
• The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
• Permutation-invariant log-Euclidean geometries on full-rank correlation matrices

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