Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold
Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold
Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter which belongs to a Riemannian manifold. Roughly, this task amounts to stochastic minimisation of a statistical divergence function. …