Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices

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Submitted on : Thursday, February 15, 2018 - 4:48:49 PM
Last modification on : Wednesday, October 17, 2018 - 4:56:01 PM

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Salem Said, Lionel Bombrun, Yannick Berthoumieu, Jonathan Manton. Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2017, 63 (4), pp.2153 - 2170. ⟨10.1109/TIT.2017.2653803⟩. ⟨hal-01710191⟩

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