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Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold

Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter which belongs to a Riemannian manifold. Roughly,...

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Bibliographic Details
Published in:Entropy (Basel)
Main Authors: Zhou, Jialun, Said, Salem
Format: Artigo
Language:Inglês
Published: MDPI 2019
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC7514242/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21101021
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