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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.ML2019
Random Matrix Improved Covariance Estimation for a Large Class of Metrics
Malik Tiomoko, Florent Bouchard, Guillaume Ginholac +1
Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estima…