arXiv Machine Learning By Anindya Bhadra

The Reverse Telescoping Coordinate System for Positive Definite Matrices: Geometry, Computation, and Generative Modeling

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arXiv:2606. 15442v1 Announce Type: cross Abstract: We design a new unconstrained coordinate system where a $p\times p$ symmetric positive definite (SPD) matrix $\Theta$ is represented by a reverse telescoping map $\Theta(x)=\rm{RT}(x)$, with $x=(v,d,r)\in\mathbb{R}\times\mathbb{R}^{(p-1)}\times\mathbb{R}^{p(p-1)/2}$, representing respectively the log volume or log determinant; and the shape, as encoded by log relative diagonal scales and partial covariances among the nodes.

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arXiv AI
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