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Simulation and modeling of spatially correlated positive definite symmetric matrices
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Pigoli, Davide and Secchi, Piercesare (2011) Simulation and modeling of spatially correlated positive definite symmetric matrices. In: 7th Conference on Statistical Computation and Complex Systems, Padova, Italy, 19-21 Sep 2011. Published in: Proceedings of SOc 2011 6 pages. ISBN 9788861297531.
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Official URL: http://sco2011.stat.unipd.it/index.php/sco2011/SCo...
Abstract
The statistical analysis of positive definite symmetric matrices is becoming increasingly important in many applications. The focus of this work is on spatially correlated random positive definite symmetric matrices. First, the empirical Riemannian semivariogram of a field of positive definite symmetric matrices is defined, using the Riemannian distance on the manifold of positive definite symmetric matrices. Then, we propose an estimator of the mean matrix which takes into account both the non Euclidean nature of the data and the spatial correlation. Simulated data are then used to evaluate
the performance of the proposed estimator.
Item Type: | Conference Item (Paper) | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Proceedings of SOc 2011 | ||||
Publisher: | SOc | ||||
ISBN: | 9788861297531 | ||||
Official Date: | 2011 | ||||
Dates: |
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Page Range: | 6 pages | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | 7th Conference on Statistical Computation and Complex Systems | ||||
Type of Event: | Conference | ||||
Location of Event: | Padova, Italy | ||||
Date(s) of Event: | 19-21 Sep 2011 |
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