most citedRiemannian statistics meets random matrix theory: towards learning from high-dimensional covariance matrices

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math.ST2022★ 10 cited

Riemannian statistics meets random matrix theory: towards learning from high-dimensional covariance matrices

Salem Said, Simon Heuveline, Cyrus Mostajeran

Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of…

math.ST2021

Gaussian distributions on Riemannian symmetric spaces in the large N limit

Simon Heuveline, Salem Said, Cyrus Mostajeran

We consider Gaussian distributions on certain Riemannian symmetric spaces. In contrast to the Euclidean case, it is challenging to compute the normalization factors of such distrib…