Information geometry of covariance matrix: Cartan-Siegel homogeneous bounded domains, Mostow/Berger fibration and Fréchet median

DOI10.1007/978-3-642-30232-9_9MaRDI QIDQ5325899zbMATH OpenOpenAlexFDO

Authors 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)

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Cited in

(18)

• The Schrödinger problem on the non-commutative Fisher-Rao space
• A new life of Pearson's skewness
• Doppler information geometry for wake turbulence monitoring
• 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
• An information geometric viewpoint on the detection of range distributed targets
• 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
• From covariance matrices to covariance operators: data representation from finite to infinite-dimensional settings
• 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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