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Gaussian Distributions on the Space of Symmetric Positive Definite Matrices from Souriau's Gibbs State for Siegel Domains by Coadjoint Orbit and Moment Map.

Frédéric Barbaresco
Published in: GSI (2021)
Keyphrases
  • gaussian distribution
  • maximum a posteriori
  • maximum likelihood
  • covariance matrices
  • machine learning
  • low dimensional
  • vector space
  • higher order