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arXiv 2005.10087stat.MLcs.LG

Riemannian geometry for Compound Gaussian distributions: application to recursive change detection

University Savoie Mont-Blanc(萨瓦大学-勃朗峰大学);CentraleSupelec(巴黎中央理工-高等电力学院);University of Bordeaux(波尔多大学);CNRS(法国国家科学研究中心)

Florent Bouchard, Ammar Mian, Jialun Zhou, Salem Said, Guillaume Ginolhac, Yannick Berthoumieu

英文摘要:

A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and distance function. This new geometry is applied on a change detection problem on Multivariate Image Times Series: a recursive approach based on Riemannian optimization is developed. As shown on simulated data, it allows to reach optimal performance while being computationally more efficient.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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