Transversality Conditions for Geodesics on the Statistical Manifold of Multivariate Gaussian Distributions
We consider the problem of finding the closest multivariate Gaussian distribution on a constraint surface of all Gaussian distributions to a given distribution. Previous research regarding geodesics on the multivariate Gaussian manifold has focused on finding closed-form, shortest-path distances bet...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-11-01
|
Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/24/11/1698 |