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
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
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
Recommendations
- Doppler information geometry for wake turbulence monitoring 👍 👎
- An information geometric viewpoint on the detection of range distributed targets 👍 👎
- Medians and means in Riemannian geometry: existence, uniqueness and computation 👍 👎
- A special form of SPD covariance matrix for interpretation and visualization of data manipulated with Riemannian geometry 👍 👎
- Eidetic Reduction of Information Geometry Through Legendre Duality of Koszul Characteristic Function and Entropy: From Massieu–Duhem Potentials to Geometric Souriau Temperature and Balian Quantum Fisher Metric 👍 👎
This page was built for publication: Information geometry of covariance matrix: Cartan-Siegel homogeneous bounded domains, Mostow/Berger fibration and Fréchet median
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5325899)
