Showing stat.MLShow all
2 papers · 1 filter
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…
stat.ML2024
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…