95 citations · 155 across the 23 of their papers we have counts for
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stat.ML2020
Riemannian geometry for Compound Gaussian distributions: application to recursive change detection
Florent Bouchard, Ammar Mian, Jialun Zhou +3
A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and dista…
stat.ML2020★ 4 cited
Convergence Analysis of Riemannian Stochastic Approximation Schemes
Alain Durmus, Pablo Jiménez, Éric Moulines +2
This paper analyzes the convergence for a large class of Riemannian stochastic approximation (SA) schemes, which aim at tackling stochastic optimization problems. In particular, th…