Riemannian Geometry of Symmetric Positive Definite Matrices via Cholesky Decomposition
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bi-invariant metricCholesky decompositionFréchet meanLie grouplower triangular matrixparallel transportsymmetric positive definite matrix
Matrix pencils (15A22) Lie groups (22E99) Means (26E60) Invariant metrics and pseudodistances in several complex variables (32F45) Operator means involving linear operators, shorted linear operators, etc. (47A64) Geodesics in global differential geometry (53C22) Differential geometry of symmetric spaces (53C35)
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Cites work
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Cited in
(38)- Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics
- Total variation regularized Fréchet regression for metric-space valued data
- Intrinsic Riemannian functional data analysis for sparse longitudinal observations
- Concurrent object regression
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric
- Geometry-aware principal component analysis for symmetric positive definite matrices
- The geometry of mixed-Euclidean metrics on symmetric positive definite matrices
- Physics-informed regularization and structure preservation for learning stable reduced models from data with operator inference
- \(O(n)\)-invariant Riemannian metrics on SPD matrices
- Restricted Riemannian geometry for positive semidefinite matrices
- Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices
- Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks
- Negativizability: a useful property for distributed state estimation and control in cyber-physical systems
- Learning with symmetric positive definite matrices via generalized Bures-Wasserstein geometry
- Structure‐preserving invariant interpolation schemes for invertible second‐order tensors
- K-splines on SPD manifolds
- Spatiotemporal analysis using Riemannian composition of diffusion operators
- Permutation-invariant log-Euclidean geometries on full-rank correlation matrices
- Statistical inference for wavelet curve estimators of symmetric positive definite matrices
- Metric statistics: exploration and inference for random objects with distance profiles
- Exponential concentration for geometric-median-of-means in non-positive curvature spaces
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- Radial fields on the manifolds of symmetric positive definite matrices
- Fréchet knn-based sufficient dimension reduction
- High-dimensional partially linear additive models on Riemannian manifolds
- Binary regression and classification with covariates in metric spaces
- Geodesic Mixed Effects Models for Repeatedly Observed/Longitudinal Random Objects
- Wasserstein F-tests for Fréchet regression on Bures-Wasserstein manifolds
- A graph-theoretic approach to detection of Parkinsonian freezing of gait from videos
- Sliced-Wasserstein distances and flows on Cartan-Hadamard manifolds
- Averaging symmetric positive-definite matrices on the space of eigen-decompositions
- Multifidelity covariance estimation via regression on the manifold of symmetric positive definite matrices
- Adapted optimal transport between Gaussian processes in discrete time
- Quotient geometry of bounded or fixed-rank correlation matrices
- Inference for Dispersion and Curvature of Random Objects
- Geodesic optimal transport regression
- Association and independence test for random objects
- Intrinsic minimum average variance estimation for dimension reduction with symmetric positive definite matrices and beyond
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