The Riemannian geometry of certain parameter estimation problems with singular Fisher information matrices.
João Manuel Freitas XavierVictor A. N. BarrosoPublished in: ICASSP (2) (2004)
Keyphrases
- information geometry
- estimation problems
- fisher information
- covariance matrices
- positive definite
- riemannian metric
- covariance matrix
- log euclidean
- parameter estimation
- geodesic distance
- high dimensional
- information theory
- euclidean space
- maximum likelihood
- geometric structure
- probability density function
- kernel function
- vector space
- noise level
- parameter space
- gaussian mixture
- exponential family
- distance measure
- gaussian distribution
- estimation error
- gaussian mixture model
- kernel matrix
- particle filter
- state space
- shortest path
- distance transform