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Data sets tend to live in low-dimensional non-linear subspaces. Ideal data analysis tools for such data sets should therefore account for such non-linear geometry. The symmetric Riemannian geometry setting can be suitable for a variety of…

Differential Geometry · Mathematics 2024-03-12 Willem Diepeveen

We introduce a novel projection depth for data lying in a general Hilbert space, called the regularized projection depth, with a focus on functional data. By regularizing projection directions, the proposed depth does not suffer from the…

Methodology · Statistics 2025-12-24 Filip Bočinec , Stanislav Nagy , Hyemin Yeon

In this paper, we target the problem of sufficient dimension reduction with symmetric positive definite matrices valued responses. We propose the intrinsic minimum average variance estimation method and the intrinsic outer product gradient…

Methodology · Statistics 2023-02-28 B. Chen , S. Dai , Z. Yu

During the past two decades there has been a lot of interest in developing statistical depth notions that generalize the univariate concept of ranking to multivariate data. The notion of depth has also been extended to regression models and…

Methodology · Statistics 2015-08-18 Peter J. Rousseeuw , Mia Hubert

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the…

Machine Learning · Computer Science 2013-04-25 B. Mishra , G. Meyer , S. Bonnabel , R. Sepulchre

Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…

Logic · Mathematics 2007-05-23 Joy Jacob , Sebastian George , A M Mathai

Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…

Data which lie in the space $\mathcal{P}_{m\,}$, of $m \times m$ symmetric positive definite matrices, (sometimes called tensor data), play a fundamental role in applications including medical imaging, computer vision, and radar signal…

Statistics Theory · Mathematics 2016-12-09 Salem Said , Lionel Bombrun , Yannick Berthoumieu , Jonathan Manton

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive…

Optimization and Control · Mathematics 2009-10-21 Silvere Bonnabel , Rodolphe Sepulchre

A new framework is developed to intrinsically analyze sparsely observed Riemannian functional data. It features four innovative components: a frame-independent covariance function, a smooth vector bundle termed covariance vector bundle, a…

Methodology · Statistics 2022-05-18 Lingxuan Shao , Zhenhua Lin , Fang Yao

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

Differential geometric approaches to the analysis and processing of data in the form of symmetric positive definite (SPD) matrices have had notable successful applications to numerous fields including computer vision, medical imaging, and…

Differential Geometry · Mathematics 2024-06-10 Cyrus Mostajeran , Nathaël Da Costa , Graham Van Goffrier , Rodolphe Sepulchre

We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices, by exploiting a connection between these mathematical structures and the boson sampling model. Specifically, the…

Quantum Physics · Physics 2017-09-01 L. Chakhmakhchyan , N. J. Cerf , R. Garcia-Patron

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

Deep learning has been extensively utilized for PolSAR image classification. However, most existing methods transform the polarimetric covariance matrix into a real- or complex-valued vector to comply with standard deep learning frameworks…

Computer Vision and Pattern Recognition · Computer Science 2025-07-08 Junfei Shi , Yuke Li , Mengmeng Nie , Fang Liu , Haiyan Jin , Junhuai Li , Weisi Lin

A median-radius framework for assessing centrality in multivariate data using median distances is proposed. Based on the proposed framework, a scale invariant measure of radial dispersion is defined and used to establish a depth function…

Methodology · Statistics 2026-05-14 Elsayed Elamir

In this paper, we develop a new classification method for manifold-valued data in the framework of probabilistic learning vector quantization. In many classification scenarios, the data can be naturally represented by symmetric positive…

Machine Learning · Computer Science 2021-02-02 Fengzhen Tang , Haifeng Feng , Peter Tino , Bailu Si , Daxiong Ji

Any procedure applied to data, and any quantity derived from data, is required to respect the nature and symmetries of the data. This axiom applies to refinement procedures and multiresolution transforms as well as to more basic operations…

Numerical Analysis · Mathematics 2019-07-18 Johannes Wallner

In this article we introduce a notion of depth functions for data types that are not given in standard statistical data formats. We focus on data that cannot be represented by one specific data structure, such as normed vector spaces. This…

Statistics Theory · Mathematics 2024-10-17 Hannah Blocher , Georg Schollmeyer

In this paper, we introduce properly-invariant diagonality measures of Hermitian positive-definite matrices. These diagonality measures are defined as distances or divergences between a given positive-definite matrix and its diagonal part.…

Information Theory · Computer Science 2016-09-06 Khaled Alyani , Marco Congedo , Maher Moakher