Grassmannian Estimation
Statistics Theory
2008-09-23 v1 Probability
Applications
Statistics Theory
Abstract
This paper discusses the family of distributions on the Grassmannian of the linear span of r central gaussian vectors parametrized by the covariance matrix. Our main result is an existence and uniqueness criterion for the maximum likelihood estimate of a sample.
Cite
@article{arxiv.0809.3697,
title = {Grassmannian Estimation},
author = {Claude Auderset and Christian Mazza and Ernst Ruh},
journal= {arXiv preprint arXiv:0809.3697},
year = {2008}
}