Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices
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Publication:6086481
DOI10.1111/insr.12113arXiv1407.6383WikidataQ39023524 ScholiaQ39023524MaRDI QIDQ6086481
Publication date: 10 November 2023
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.6383
Related Items (11)
Prediction in Riemannian metrics derived from divergence functions ⋮ Matrix means and a novel high-dimensional shrinkage phenomenon ⋮ Geostatistical modeling of positive‐definite matrices: An application to diffusion tensor imaging ⋮ An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices ⋮ Geometry of the probability simplex and its connection to the maximum entropy method ⋮ Best predictors in logarithmic distance between positive random variables ⋮ Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation ⋮ Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels ⋮ Predicting precision matrices for color matching problem ⋮ HARDI segmentation via fourth-order tensors and anisotropy preserving similarity measures ⋮ Robustness of lognormal confidence regions for means of symmetric positive definite matrices when applied to mixtures of lognormal distributions
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