Frédéric Barbaresco. Gaussian Distributions on the Space of Symmetric Positive Definite Matrices from Souriau's Gibbs State for Siegel Domains by Coadjoint Orbit and Moment Map. In Frank Nielsen, Frédéric Barbaresco, editors, Geometric Science of Information - 5th International Conference, GSI 2021, Paris, France, July 21-23, 2021, Proceedings. Volume 12829 of Lecture Notes in Computer Science, pages 245-255, Springer, 2021. [doi]
Abstract is missing.