22 citations · 41 across the 3 of their papers we have counts for
3 papers
math.PR2017★ 18 cited
An Introduction to Wishart Matrix Moments
Adrian N. Bishop, Pierre Del Moral, Angele Niclas
These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects…
math.PR2017★ 22 cited
A perturbation analysis of stochastic matrix Riccati diffusions
Adrian N. Bishop, Pierre Del Moral, Angele Niclas
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic…
math.NA2017★ 1 cited
A Taylor expansion of the square root matrix functional
Pierre Del Moral, Angele Niclas
This short note provides an explicit description of the Fréchet derivatives of the principal square root matrix functional at any order. We present an original formulation that all…