4 papers
Consistent Estimation of a Class of Distances Between Covariance Matrices
Roberto Pereira, Xavier Mestre, Davig Gregoratti
This work considers the problem of estimating the distance between two covariance matrices directly from the data. Particularly, we are interested in the family of distances that c…
Deterministic Equivalent of the Log-Euclidean Distance between Sample Covariance Matrices
Xavier Mestre, Roberto Pereira
Log-Euclidean distances are commonly used to quantify the similarity between positive definite matrices using geometric considerations. This paper analyzes the behavior of this dis…
Statistical Framework for Clustering MU-MIMO Wireless via Second Order Statistics
Roberto Pereira, Xavier Mestre
This work explores the clustering of wireless users by examining the distances between their channel covariance matrices, which reside on the Riemannian manifold of positive defini…
Asymptotics of Distances Between Sample Covariance Matrices
Roberto Pereira, Xavier Mestre, David Gregoratti
This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expres…