Affine-Invariant Midrange Statistics
arXiv:2206.13766 · doi:10.1007/978-3-030-26980-7_51
Abstract
We formulate and discuss the affine-invariant matrix midrange problem on the cone of positive definite Hermitian matrices , 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 -point problem in the vector and matrix settings.
arXiv admin note: substantial text overlap with arXiv:1907.04188