Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold

Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold

Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter which belongs to a Riemannian manifold. Roughly,...

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Bibliographic Details
Main Authors: Jialun Zhou, Salem Said
Format: Article
Language:English
Published: MDPI AG 2019-10-01
Series:Entropy
Subjects:
riemannian stochastic gradient
fisher information metric
recursive estimation
asymptotic efficiency
elliptically contoured distributions
Online Access:https://www.mdpi.com/1099-4300/21/10/1021

Internet

https://www.mdpi.com/1099-4300/21/10/1021

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