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Learning graphical factor models with Riemannian optimization

Graphical models and factor analysis are well-established tools in multivariate statistics. While these models can be both linked to structures exhibited by covariance and precision matrices, they are generally not jointly leveraged within graph …

Riemannian optimization for non-centered mixture of scaled Gaussian distributions

This paper studies the statistical model of the non-centered mixture of scaled Gaussian distributions (NC-MSG). Using the Fisher-Rao information geometry associated to this distribution, we derive a Riemannian gradient descent algorithm. This …

Robust phase linking in InSAR

Phase linking is a prominent methodology to esti-mate coherence and phase difference in interferometric synthetic-aperture radar. This method is driven by a maximum likelihoodestimation approach, which allows to fully exploit all the …