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Permutation-invariant log-Euclidean geometries on full-rank correlation matrices

Yann Thanwerdas
2022
Preprints, Working Papers, ... hal-03878729v1
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O(n)-invariant Riemannian metrics on SPD matrices

Yann Thanwerdas , Xavier Pennec
Linear Algebra and its Applications, 2023, 661, pp.163-201. ⟨10.1016/j.laa.2022.12.009⟩
Journal articles hal-03338601v3
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Geomstats: A Python Package for Riemannian Geometry in Machine Learning

Nina Miolane , Nicolas Guigui , Alice Le Brigant , Johan Mathe , Benjamin Hou , et al.
Journal of Machine Learning Research, 2020, 21 (223), pp.1-9
Journal articles hal-02536154v2
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Is affine invariance well defined on SPD matrices? A principled continuum of metrics

Yann Thanwerdas , Xavier Pennec
GSI 2019 - 4th conference on Geometric Science of Information, Aug 2019, Toulouse, France. pp.502-510, ⟨10.1007/978-3-030-26980-7_52⟩
Conference papers hal-02147020v1
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Theoretically and computationally convenient geometries on full-rank correlation matrices

Yann Thanwerdas , Xavier Pennec
SIAM Journal on Matrix Analysis and Applications, 2022, 43 (4), pp.1851-1872. ⟨10.1137/22M1471729⟩
Journal articles hal-03527072v2
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Geodesics and Curvature of the Quotient-Affine Metrics on Full-Rank Correlation Matrices

Yann Thanwerdas , Xavier Pennec
GSI 2021 - 5th conference on Geometric Science of Information, Jul 2021, Paris, France. pp.93-102, ⟨10.1007/978-3-030-80209-7_11⟩
Conference papers hal-03157992v3
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Bures-Wasserstein minimizing geodesics between covariance matrices of different ranks

Yann Thanwerdas , Xavier Pennec
SIAM Journal on Matrix Analysis and Applications, 2023, 44 (3), pp.1447-1476. ⟨10.1137/22M149168X⟩
Journal articles hal-03647321v1
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Exploration of Balanced Metrics on Symmetric Positive Definite Matrices

Yann Thanwerdas , Xavier Pennec
GSI 2019 - 4th conference on Geometric Science of Information, Aug 2019, Toulouse, France. pp.484--493, ⟨10.1007/978-3-030-26980-7_50⟩
Conference papers hal-02158525v1
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The geometry of mixed-Euclidean metrics on symmetric positive definite matrices

Yann Thanwerdas , Xavier Pennec
Differential Geometry and its Applications, 2022, 81 (101867), ⟨10.1016/j.difgeo.2022.101867⟩
Journal articles hal-03414887v1