Riemannian Gaussian distributions on the space of positive-definite quaternion matrices

DOI10.1007/978-3-319-68445-1_82zbMath1428.15032arXiv1703.09940OpenAlexW2602650592MaRDI QIDQ1689217

Nicolas Le Bihan, Jonathan H. Manton, Salem Said

Publication date: 12 January 2018

Full work available at URL: https://arxiv.org/abs/1703.09940

zbMATH Keywords

symplectic groupquaternionpositive-definite matrixRiemannian barycentreRiemannian Gaussian distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Positive matrices and their generalizations; cones of matrices (15B48) Measures of information, entropy (94A17) Methods of local Riemannian geometry (53B21)

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