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math.DG2025
Geometric Gaussian Approximations of Probability Distributions
Nathaël Da Costa, Bálint Mucsányi, Philipp Hennig
Approximating complex probability distributions, such as Bayesian posterior distributions, is of central interest in many applications. We study the expressivity of geometric Gauss…
math.DG2023
Differential geometry with extreme eigenvalues in the positive semidefinite cone
Cyrus Mostajeran, Nathaël Da Costa, Graham Van Goffrier +1
Differential geometric approaches to the analysis and processing of data in the form of symmetric positive definite (SPD) matrices have had notable successful applications to numer…