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Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold

Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter which belongs to a Riemannian manifold. Roughly,...

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Detalles Bibliográficos
Autores principales: Zhou, Jialun, Said, Salem
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514242/
http://dx.doi.org/10.3390/e21101021