Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold
This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD) matrices. The means associated with information div...
Main Authors: | Xiaoqiang Hua, Yongqiang Cheng, Hongqiang Wang, Yuliang Qin |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2018-03-01
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Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/20/4/219 |
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