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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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
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MDPI AG
2022-11-01
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| Serier: | Entropy |
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| Online adgang: | https://www.mdpi.com/1099-4300/24/11/1698 |
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