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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| Materias: | |
| 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 |