Exploration of Balanced Metrics on Symmetric Positive Definite Matrices
Résumé
Symmetric Positive Definite (SPD) matrices have been usedin many fields of medical data analysis. Many Riemannian metrics havebeen defined on this manifold but the choice of the Riemannianstructurelacks a set of principles that could lead one to choose properly the met-ric. This drives us to introduce the principle of balanced metrics that re-late the affine-invariant metric with the Euclidean and inverse-Euclideanmetric, or the Bogoliubov-Kubo-Mori metric with the Euclidean and log-Euclidean metrics. We introduce two new families of balanced metrics,the mixed-power-Euclidean and the mixed-power-affine metrics and wediscuss the relation between this new principle of balanced metrics and the concept of dual connection in information geometry.
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