Riemannian Online Algorithms For Estimating Mixture Model Parameters

This paper introduces a novel algorithm for the online estimate of the Riemannian mixture model parameters. This new approach counts on Riemannian geometry concepts to extend the well-known Titterington approach for the online estimate of mixture model parameters in the Euclidean case to the Riemannian manifolds. Here, Riemannian mixtures in the Riemannian manifold of Symmetric Positive Definite (SPD) matrices are analyzed in details, even if the method is well suited for other manifolds.