4 citations · 4 across the 15 of their papers we have counts for
3 papers · 1 filter
Online Change Detection in SAR Time-Series with Kronecker Product Structured Scaled Gaussian Models
Ammar Mian, Guillaume Ginolhac, Florent Bouchard +1
We develop the information geometry of scaled Gaussian distributions for which the covariance matrix exhibits a Kronecker product structure. This model and its geometry are then us…
Intrinsic Bayesian Cramér-Rao Bound with an Application to Covariance Matrix Estimation
Florent Bouchard, Alexandre Renaux, Guillaume Ginolhac +1
This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metri…
The Fisher-Rao geometry of CES distributions
Florent Bouchard, Arnaud Breloy, Antoine Collas +2
When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induce…