Search Results for author: Guillaume Ginolhac

Found 5 papers, 2 papers with code

Natural Bayesian Cramér-Rao Bound with an Application to Covariance Estimation

no code implementations8 Nov 2023 Florent Bouchard, Alexandre Renaux, Guillaume Ginolhac, Arnaud Breloy

In this paper, we propose to develop a new Cram\'er-Rao Bound (CRB) when the parameter to estimate lies in a manifold and follows a prior distribution.

The Fisher-Rao geometry of CES distributions

no code implementations2 Oct 2023 Florent Bouchard, Arnaud Breloy, Antoine Collas, Alexandre Renaux, Guillaume Ginolhac

When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric.

Riemannian optimization

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