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arXiv · 2206.13766

Affine-Invariant Midrange Statistics

Cyrus Mostajeran·Christian Grussler·Rodolphe Sepulchre
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Abstract

We formulate and discuss the affine-invariant matrix midrange problem on the cone of $n\times n$ positive definite Hermitian matrices $\mathbb{P}(n)$, which is based on the Thompson metric. A particular computationally efficient midpoint of this metric is investigated as a highly scalable candidate for an average of two positive definite matrices within this context, before studying the $N$-point problem in the vector and matrix settings.

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Cyrus Mostajeran, Christian Grussler, Rodolphe Sepulchre. 2022-06-28. Affine-Invariant Midrange Statistics. https://doi.org/10.1007/978-3-030-26980-7_51

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