4 papers
A Robust Framework for Model Order Selection in Correlated Large-Dimensional CES Noise
Eugénie Terreaux, Emmanuelle Jay, Frédéric Pascal +1
This paper addresses model order selection under large-dimensional, correlated, non-Gaussian noise. Sources are assumed to be embedded in additive Complex Elliptically Symmetric (C…
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…
Random matrix theory improved Fréchet mean of symmetric positive definite matrices
Florent Bouchard, Ammar Mian, Malik Tiomoko +2
In this study, we consider the realm of covariance matrices in machine learning, particularly focusing on computing Fréchet means on the manifold of symmetric positive definite mat…
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…