Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold

This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD) matrices. The means associated with information div...

Descripción completa

Detalles Bibliográficos
Autores principales: Hua, Xiaoqiang, Cheng, Yongqiang, Wang, Hongqiang, Qin, Yuliang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512735/
https://www.ncbi.nlm.nih.gov/pubmed/33265310
http://dx.doi.org/10.3390/e20040219

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512735/
https://www.ncbi.nlm.nih.gov/pubmed/33265310
http://dx.doi.org/10.3390/e20040219

Ejemplares similares