Information Geometry of Positive Definite Matrices
A new Riemannian metric for positive definite matrices is defined and its geometric structures are investigated by means of dual connections introduced to statistical analysis by S. Amari. A few interesting results are obtained and some of those obtained by other authors are extended in our research...
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| Veröffentlicht in: | Journal of Beijing Institute of Technology 2009-12, Vol.18 (4), p.484-487 |
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| Format: | Artikel |
| Sprache: | eng |
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| Online-Zugang: | Volltext |
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| Zusammenfassung: | A new Riemannian metric for positive definite matrices is defined and its geometric structures are investigated by means of dual connections introduced to statistical analysis by S. Amari. A few interesting results are obtained and some of those obtained by other authors are extended in our research. |
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| ISSN: | 1004-0579 |