The 20th Statistical Machine Learning Seminar (2014.10.3)

The 20th Statistical Machine Learning Seminar
Date/time: Oct 3 (Fri) 15:00-
Place: Seminar Room 5 (3F, D313),
Institute of Statistical Mathematics (Tachikawa, Tokyo)

Title: Riemannian geometry and matrix geometric means
Speaker: Professor Rajendra Bhatia
Indian Statistical Institute, New Delhi

Positive definite matrices are used in several areas of mathematics,
physics, statistics and engineering. Often it is required to define an
average of several such matrices that must have some properties dictated by
the problem. One such average is the geometric mean. For two positive
definite matrices the concept was introduced and studied long ago. For more
than two matrices a good definition (based on Riemannian geometry) was given
only ten years ago. Since then there have been many interesting
developments, and the concept has found many applications. In this talk we
will survey these ideas.