Affine-Invariant Midrange Statistics

Cyrus Mostajeran, Christian Grussler, Rodolphe Sepulchre

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We formulate and discuss the affine-invariant matrix midrange problem on the cone of n× n positive definite Hermitian matrices P(n), which is based on the Thompson metric. A particular computationally efficient midpoint of this metric is investigated as a highly scalable candidate for an average of two positive definite matrices within this context, before studying the N-point problem in the vector and matrix settings.

Original languageEnglish
Title of host publicationGeometric Science of Information - 4th International Conference, GSI 2019, Proceedings
EditorsFrank Nielsen, Frédéric Barbaresco
Pages494-501
Number of pages8
DOIs
StatePublished - 2019
Externally publishedYes
Event4th International Conference on Geometric Science of Information, GSI 2019 - Toulouse, France
Duration: 27 Aug 201929 Aug 2019

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume11712 LNCS

Conference

Conference4th International Conference on Geometric Science of Information, GSI 2019
Country/TerritoryFrance
CityToulouse
Period27/08/1929/08/19

Keywords

  • Optimization
  • Positive definite matrices
  • Statistics

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • General Computer Science

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