Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices

Yann Thanwerdas, Xavier Pennec. Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices. SIAM J. Matrix Analysis Applications, 43(4):1851-1872, December 2022. [doi]

Authors

Yann Thanwerdas

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Xavier Pennec

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