Transversality Conditions for Geodesics on the Statistical Manifold of Multivariate Gaussian Distributions
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DOI: 10.3390/e24111698
Abstract: We consider the problem of finding the closest multivariate Gaussian distribution on a constraint surface of all Gaussian distributions to a given distribution. Previous research regarding geodesics on the multivariate Gaussian manifold has focused on… read more here.
Keywords: transversality conditions; gaussian distributions; geodesics statistical; conditions geodesics ... See more keywords