MGGD Parameter Estimation on the Space of SPD Matrices

Zois Boukouvalas, Jialun Zhou, Mark Fuge, Salem Said, Abstracts from GiMLi 2018 (ICML 2018) (2018).
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# Abstract

In this work we present an effective algorithm on the space of symmetric positive definite matrices to estimate the parameters of the family of multivariate generalized Gaussian distributions.

# BibTeX Citation

@article{boukouvalas2018mggd,
title={MGGD Parameter Estimation on the Space of SPD Matrices},
author={Boukouvalas, Zois and Zhou, Jialun and Fuge, Mark and Said, Salem},
year={2018}
}