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}
}