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20202026
most citedMultifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices

5 citations · 10 across the 5 of their papers we have counts for

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stat.CO2023★ 5 cited

Multifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices

Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer +1

We introduce a multifidelity estimator of covariance matrices formulated as the solution to a regression problem on the manifold of symmetric positive definite matrices. The estima…

stat.CO2023★ 2 cited

Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry

Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer +1

We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from…