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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2022
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| 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 |