ManifoldOptim: An R Interface to the ROPTLIB Library for Riemannian Manifold Optimization

Manifold optimization appears in a wide variety of computational problems in the applied sciences. In recent statistical methodologies such as sufficient dimension reduction and regression envelopes, estimation relies on the optimization of likelihood functions over spaces of matrices such as the St...

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Bibliographic Details
Main Authors: Sean Martin, Andrew M. Raim, Wen Huang, Kofi P. Adragni
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2020-04-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3029