Florian Yger, Sylvain Chevallier, Quentin Barthélemy, Suvrit Sra. Geodesically-convex optimization for averaging partially observed covariance matrices. In Sinno Jialin Pan, Masashi Sugiyama, editors, Proceedings of The 12th Asian Conference on Machine Learning, ACML 2012, 18-20 November 2020, Bangkok, Thailand. Volume 129 of Proceedings of Machine Learning Research, pages 417-432, PMLR, 2020. [doi]
Abstract is missing.