Regression on Fixed-Rank Positive Semidefinite Matrices: A Riemannian Approach
Gilles Meyer and Silvre Bonnabel and Rodolphe Sepulchre

@article{12:18,author={Gilles Meyer and Silvre Bonnabel and Rodolphe Sepulchre}, Title={Regression on Fixed-Rank Positive Semidefinite Matrices: A Riemannian Approach},journal={Journal of Machine Learning Research},volume={12}, url={http://www.jmlr.org/papers/volume12/meyer11a/meyer11a.pdf}}