Extrinsic Mean of Brownian Distributions on Compact Lie Groups.

Salem Said Jonathan H. Manton

Published in: IEEE Trans. Inf. Theory (2012)

Keyphrases

lie group
covariance matrices
stochastic processes
parameter space
vector space
infinite dimensional
probability distribution
vector field
random variables
geometric structure
long run
random fields
riemannian manifolds
covariance matrix
rigid motion
linear transformation
maximum likelihood