Reparameterizing Distributions on Lie Groups.
Luca FalorsiPim de HaanTim R. DavidsonPatrick ForréPublished in: CoRR (2019)
Keyphrases
- lie group
- covariance matrices
- infinite dimensional
- euclidean space
- probability distribution
- mean shift
- covariance matrix
- vector space
- parameter space
- gaussian distribution
- linear transformation
- geometric structure
- kullback leibler divergence
- riemannian manifolds
- finite dimensional
- euclidean distance
- random variables