Riemannian Laplace Distribution on the Space of Symmetric Positive Definite Matrices

Hatem Hajri, Ioana Ilea, Salem Said, Lionel Bombrun, Yannick Berthoumieu. Riemannian Laplace Distribution on the Space of Symmetric Positive Definite Matrices. Entropy, 18(3):98, 2016. [doi]

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