An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices
From MaRDI portal
Publication:6153989
DOI10.1080/01621459.2022.2110877arXiv2007.02153OpenAlexW3038725864WikidataQ114101019 ScholiaQ114101019MaRDI QIDQ6153989
Hani Doss, Chun-Hao Yang, Baba C. Vemuri
Publication date: 19 March 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.02153
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Intrinsic statistics on Riemannian manifolds: Basic tools for geometric measurements
- Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing
- Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging
- Empirical null and false discovery rate inference for exponential families
- Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
- Minimizing a differentiable function over a differential manifold
- Estimation of the mean of a multivariate normal distribution
- Using specially designed exponential families for density estimation
- Regularizing flows for constrained matrix-valued images
- Posterior contraction rates of density derivative estimation
- Statistics on the Stiefel manifold: theory and applications
- Newton's method, zeroes of vector fields, and the Riemannian center of mass
- Weighted inductive means
- SURE estimates under dependence and heteroscedasticity
- Optimal shrinkage of eigenvalues in the spiked covariance model
- Harmonic Analysis on Symmetric Spaces—Higher Rank Spaces, Positive Definite Matrix Space and Generalizations
- Positive Definite Matrices: Data Representation and Applications to Computer Vision
- Shrinkage Estimators for Covariance Matrices
- Riemannian $L^{p}$ center of mass: Existence, uniqueness, and convexity
- Tweedie’s Formula and Selection Bias
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Estimation of noncentrality parameters
- A Limited Memory Algorithm for Bound Constrained Optimization
- SURE Estimates for a Heteroscedastic Hierarchical Model
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Group Comparison of Eigenvalues and Eigenvectors of Diffusion Tensors
- A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
- Direct Density Derivative Estimation
- Geometric Means in a Novel Vector Space Structure on Symmetric Positive‐Definite Matrices
- Data Mining and Knowledge Discovery Handbook
- An Empirical Bayes Method for Chi-Squared Data
- Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices
This page was built for publication: An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices
