CMStatistics 2015: Start Registration
View Submission - CMStatistics
B0893
Title: Regularized M-estimation of multivariate scatter Authors:  Lutz Duembgen - University of Bern (Switzerland) [presenting]
Abstract: At first we discuss briefly the minimization of arbitrary smooth functionals on the space of symmetric, positive definite matrices. In this context we introduce briefly the notion of geodesic convexity. Then we apply these considerations to regularized M-functionals of multivariate scatter. We conclude with some theoretical considerations and numerical examples.