Geometric statistics with subspace structure preservation for SPD matrices
Fuente:
arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866914857799909376 |
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| author | Mostajeran, Cyrus Da Costa, Nathaël Van Goffrier, Graham Sepulchre, Rodolphe |
| author_facet | Mostajeran, Cyrus Da Costa, Nathaël Van Goffrier, Graham Sepulchre, Rodolphe |
| contents | We present a geometric framework for the processing of SPD-valued data that preserves subspace structures and is based on the efficient computation of extreme generalized eigenvalues. This is achieved through the use of the Thompson geometry of the semidefinite cone. We explore a particular geodesic space structure in detail and establish several properties associated with it. Finally, we review a novel inductive mean of SPD matrices based on this geometry. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_03382 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Geometric statistics with subspace structure preservation for SPD matrices Mostajeran, Cyrus Da Costa, Nathaël Van Goffrier, Graham Sepulchre, Rodolphe Numerical Analysis Machine Learning Differential Geometry Computation We present a geometric framework for the processing of SPD-valued data that preserves subspace structures and is based on the efficient computation of extreme generalized eigenvalues. This is achieved through the use of the Thompson geometry of the semidefinite cone. We explore a particular geodesic space structure in detail and establish several properties associated with it. Finally, we review a novel inductive mean of SPD matrices based on this geometry. |
| title | Geometric statistics with subspace structure preservation for SPD matrices |
| topic | Numerical Analysis Machine Learning Differential Geometry Computation |
| url | https://arxiv.org/abs/2407.03382 |