Theoretically and computationally convenient geometries on full-rank correlation matrices

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Authors: Yann Thanwerdas; Xavier Pennec

Journal title: SIAM Journal on Matrix Analysis and Applications

Journal number: Vol. 43, no 4

Journal publisher: SIAM

Published year: 2022

Published pages: 1851 - 1872

DOI identifier: 10.48550/arxiv.2201.06282

ISSN: 1095-7162