2 papers
stat.ML2024
Elliptical Wishart distributions: information geometry, maximum likelihood estimator, performance analysis and statistical learning
Imen Ayadi, Florent Bouchard, Frédéric Pascal
This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to com…
math.ST2024
On Elliptical and Inverse Elliptical Wishart distributions
Imen Ayadi, Florent Bouchard, Frédéric Pascal
This paper deals with the Elliptical Wishart and Inverse Elliptical Wishart distributions, which play a major role when handling covariance matrices. Similarly to multivariate elli…