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[02429] Differential geometry with extreme eigenvalues in the positive semidefinite cone

  • Session Time & Room : 4E (Aug.24, 17:40-19:20) @G305
  • Type : Contributed Talk
  • Abstract : Geometric data in convex cones appear in a wide range of applications. Of particular interest is the space of symmetric positive definite (SPD) matrices and a variety of associated geometries that have been successfully exploited in medical imaging, neuroscience, and machine learning. In this talk, I will explore the Hilbert and Thompson geometries associated with SPD matrices and show that they offer a natural route to statistics based on extreme eigenvalues with promising computational properties.
  • Classification : 15B48, 53C22, 53B20, 53B50, 53C80
  • Format : Talk at Waseda University
  • Author(s) :
    • Nathaël Da Costa (Nanyang Technological University)
    • Cyrus Mostajeran (Nanyang Technological University)
    • Rodolphe Sepulchre (University of Cambridge)
    • Graham van Goffrier (University College London)