ENTITY Cyrus Mostajeran

Cyrus Mostajeran

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TOOL · CL_257139 · Sep 16 · 04:00

New metric family optimizes covariance matrix calculations

A new research paper introduces a novel two-parameter family of Riemannian metrics for optimizing covariance matrices. This family encompasses common choices like Euclidean, Bures-Wasserstein, and affine-invariant metri…