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

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

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• Riemannian L^p averaging on Lie group of nonzero quaternions

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