Title
Riemannian Gaussian Distributions On The Space Of Positive-Definite Quaternion Matrices
Abstract
Recently, Riemannian Gaussian distributions were defined on spaces of positive-definite real and complex matrices. The present paper extends this definition to the space of positive-definite quaternion matrices. In order to do so, it develops the Riemannian geometry of the space of positive-definite quaternion matrices, which is shown to be a Riemannian symmetric space of non-positive curvature. The paper gives original formulae for the Riemannian metric of this space, its geodesics, and distance function. Then, it develops the theory of Riemannian Gaussian distributions, including the exact expression of their probability density, their sampling algorithm and statistical inference.
Year
DOI
Venue
2017
10.1007/978-3-319-68445-1_82
GEOMETRIC SCIENCE OF INFORMATION, GSI 2017
Keywords
Field
DocType
Riemannian gaussian distribution, Quaternion, Positive-definite matrix, Symplectic group, Riemannian barycentre
Curvature,Mathematical analysis,Matrix (mathematics),Quaternion,Metric (mathematics),Gaussian,Riemannian geometry,Symmetric space,Geodesic,Mathematics
Conference
Volume
ISSN
Citations 
10589
0302-9743
0
PageRank 
References 
Authors
0.34
3
3
Name
Order
Citations
PageRank
Salem Said15912.54
Nicolas Le Bihan225423.35
Jonathan H. Manton384371.93