Open AccessGeodesically-convex optimization for averaging partially observed covariance matrices
Author(s) -
Florian Yger,
Sylvain Chevallier,
Quentin Barthélemy,
Suvrit Sra
Publication year - 2020
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - Uncategorized
Resource type - Conference proceedings
Subject(s) - covariance , regular polygon , convex optimization , covariance matrix , covariance intersection , computer science , mathematics , mathematical optimization , estimation of covariance matrices , algorithm , statistics , geometry