Transversality Conditions for Geodesics on the Statistical Manifold of Multivariate Gaussian Distributions

We consider the problem of finding the closest multivariate Gaussian distribution on a constraint surface of all Gaussian distributions to a given distribution. Previous research regarding geodesics on the multivariate Gaussian manifold has focused on finding closed-form, shortest-path distances bet...

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Detalles Bibliográficos
Autores principales: Herntier, Trevor, Peter, Adrian M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689761/
https://www.ncbi.nlm.nih.gov/pubmed/36421552
http://dx.doi.org/10.3390/e24111698

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689761/
https://www.ncbi.nlm.nih.gov/pubmed/36421552
http://dx.doi.org/10.3390/e24111698

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