An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices
对称正定矩阵流形上收缩估计的经验贝叶斯方法
The James–Stein estimator is an estimator of the multivariate normal mean and dominates the maximum likelihood estimator (MLE) under squared error loss. The original work inspired great interest in developing shrinkage estimators for a variety of problems. Nonetheless, research on shrinkage estimation for manifold-valued data is scarce. In this article, we propose shrinkage estimators for the parameters of the Log-Normal distribution defined on the manifold of N × N…