Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold
This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD) matrices. The means associated with information div...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2018-03-01
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| Serie: | Entropy |
| Soggetti: | |
| Accesso online: | http://www.mdpi.com/1099-4300/20/4/219 |
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