Optimization over covariance matrices with a parameterized metric

arXiv:2609.17089 · math.OC, cs.LG · Submitted 2026-09-15 · Read on arXiv

math.OC, cs.LG

Submitted: 2026-09-15

Updated: 2026-09-15

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• alpha — 6× in this paper · explained in 1 episode
• Riemannian optimization — 4× in this paper · explained in 2 episodes
• Regularization — 3× in this paper · explained in 3 episodes
• Homogeneity — 2× in this paper · explained in 2 episodes
• Aggregation — 1× in this paper · explained in 1 episode
• Degeneracy — 1× in this paper · explained in 3 episodes
• Generalization — 1× in this paper · explained in 13 episodes
• Optimal Transport — 1× in this paper · explained in 5 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Stiefel manifold — 1× in this paper · explained in 2 episodes
• Trace — 1× in this paper · explained in 2 episodes
• Wasserstein Distance — 1× in this paper · explained in 4 episodes

Sources

• Riemannian Optimization over Symmetric Positive Definite Matrices with the Alpha-Procrustes Geometry

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