Geometric optimisation on positive definite matrices for elliptically contoured distributions
暂无分享,去创建一个
[1] G. Simons,et al. On the theory of elliptically contoured distributions , 1981 .
[2] R. Muirhead. Aspects of Multivariate Statistical Theory , 1982, Wiley Series in Probability and Statistics.
[3] S. Kotz,et al. Symmetric Multivariate and Related Distributions , 1989 .
[4] David E. Tyler,et al. Redescending $M$-Estimates of Multivariate Location and Scatter , 1991 .
[5] T. Rapcsák. Geodesic convexity in nonlinear optimization , 1991 .
[6] Yurii Nesterov,et al. Interior-point polynomial algorithms in convex programming , 1994, Siam studies in applied mathematics.
[7] A. Rukhin. Matrix Variate Distributions , 1999, The Multivariate Normal Distribution.
[8] M. Bridson,et al. Metric Spaces of Non-Positive Curvature , 1999 .
[9] A. Papadopoulos. Metric Spaces, Convexity and Nonpositive Curvature , 2004 .
[10] Stephen P. Boyd,et al. A tutorial on geometric programming , 2007, Optimization and Engineering.
[11] R. Bhatia. Positive Definite Matrices , 2007 .
[12] J. Ibrahim,et al. Statistical Analysis of Diffusion Tensors in Diffusion-Weighted Magnetic Resonance Imaging Data , 2007 .
[13] Y. Lim,et al. Invariant metrics, contractions and nonlinear matrix equations , 2008 .
[14] Alfred O. Hero,et al. Robust Shrinkage Estimation of High-Dimensional Covariance Matrices , 2010, IEEE Transactions on Signal Processing.
[15] S. Sra. Positive definite matrices and the Symmetric Stein Divergence , 2011 .
[16] H. Vincent Poor,et al. Complex Elliptically Symmetric Distributions: Survey, New Results and Applications , 2012, IEEE Transactions on Signal Processing.
[17] Y. Lim,et al. Matrix power means and the Karcher mean , 2012 .
[18] Bas Lemmens,et al. Nonlinear Perron-Frobenius Theory , 2012 .
[19] S. Sra,et al. Jensen-Bregman LogDet Divergence for Efficient Similarity Computations on Positive Definite Tensors , 2012 .
[20] Ami Wiesel,et al. Geodesic Convexity and Covariance Estimation , 2012, IEEE Transactions on Signal Processing.
[21] Baba C. Vemuri,et al. Efficient Recursive Algorithms for Computing the Mean Diffusion Tensor and Applications to DTI Segmentation , 2012, ECCV.
[22] Frank Nielsen,et al. Matrix Information Geometry , 2012 .
[23] Dario Bini,et al. Computing the Karcher mean of symmetric positive definite matrices , 2013 .
[24] Ami Wiesel,et al. Multivariate Generalized Gaussian Distribution: Convexity and Graphical Models , 2013, IEEE Transactions on Signal Processing.
[25] Baba C. Vemuri,et al. A Novel Dynamic System in the Space of SPD Matrices with Applications to Appearance Tracking , 2013, SIAM J. Imaging Sci..
[26] Bamdev Mishra,et al. Manopt, a matlab toolbox for optimization on manifolds , 2013, J. Mach. Learn. Res..
[27] Suvrit Sra,et al. Conic Geometric Optimization on the Manifold of Positive Definite Matrices , 2013, SIAM J. Optim..