Multifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices.
Aimee MauraisTerrence AlsupBenjamin PeherstorferYoussef M. MarzoukPublished in: CoRR (2023)
Keyphrases
- symmetric positive definite matrices
- riemannian manifolds
- riemannian metric
- covariance matrices
- valued data
- dictionary learning
- log euclidean
- semi parametric
- covariance matrix
- euclidean space
- matrix valued
- vector space
- distance measure
- feature vectors
- sparse coding
- high dimensional
- maximum likelihood
- dw mri
- low dimensional
- image classification
- lie group
- model selection
- multi class classification
- sparse representation