Estimation of Covariance Matrix Distances in the High Dimension Low Sample Size Regime

Malik Tiomoko (1, 2) , Romain Couillet (1, 2)

1 L2S - Laboratoire des signaux et systèmes
2 GIPSA-CICS - GIPSA - Communication Information and Complex Systems

Domaines: Informatique [cs]; Mathématiques [math]; Statistiques [stat]

Malik Tiomoko, Romain Couillet. Estimation of Covariance Matrix Distances in the High Dimension Low Sample Size Regime. CAMSAP 2019 - IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, Dec 2019, Le Gosier, Guadeloupe, France. pp.341-345, ⟨10.1109/CAMSAP45676.2019.9022663⟩. ⟨hal-02965834⟩