Kernel Density Estimation on Spaces of Gaussian Distributions and Symmetric Positive Definite Matrices
نویسندگان
چکیده
منابع مشابه
Kernel Density Estimation on Spaces of Gaussian Distributions and Symmetric Positive Definite Matrices
This paper analyses the kernel density estimation on spaces of Gaussian distributions endowed with different metrics. Explicit expressions of kernels are provided for the case of the 2-Wasserstein metric on multivariate Gaussian distributions and for the Fisher metric on multivariate centred distributions. Under the Fisher metric, the space of multivariate centred Gaussian distributions is isom...
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ژورنال
عنوان ژورنال: SIAM Journal on Imaging Sciences
سال: 2017
ISSN: 1936-4954
DOI: 10.1137/15m1053566