Hilbert geometry of the symmetric positive-definite bicone: Application to the geometry of the extended Gaussian family
- URL: http://arxiv.org/abs/2508.14369v1
- Date: Wed, 20 Aug 2025 02:57:02 GMT
- Title: Hilbert geometry of the symmetric positive-definite bicone: Application to the geometry of the extended Gaussian family
- Abstract summary: The parameter space of the extended Gaussian family forms a symmetric positive semi-definite matrix bicone.<n>We study the Hilbert geometry of such an open bounded convex symmetric positive-definite bicone.<n>We touch upon potential applications of this geometry for dealing with extended Gaussian distributions.
- Score: 5.985204759362746
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The extended Gaussian family is the closure of the Gaussian family obtained by completing the Gaussian family with the counterpart elements induced by degenerate covariance or degenerate precision matrices, or a mix of both degeneracies. The parameter space of the extended Gaussian family forms a symmetric positive semi-definite matrix bicone, i.e. two partial symmetric positive semi-definite matrix cones joined at their bases. In this paper, we study the Hilbert geometry of such an open bounded convex symmetric positive-definite bicone. We report the closed-form formula for the corresponding Hilbert metric distance and study exhaustively its invariance properties. We also touch upon potential applications of this geometry for dealing with extended Gaussian distributions.
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