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math.DG2022
Bures-Wasserstein minimizing geodesics between covariance matrices of different ranks
Yann Thanwerdas, Xavier Pennec
The set of covariance matrices equipped with the Bures-Wasserstein distance is the orbit space of the smooth, proper and isometric action of the orthogonal group on the Euclidean s…
math.DG2022★ 1 cited
Theoretically and computationally convenient geometries on full-rank correlation matrices
Yann Thanwerdas, Xavier Pennec
In contrast to SPD matrices, few tools exist to perform Riemannian statistics on the open elliptope of full-rank correlation matrices. The quotient-affine metric was recently built…