Mode estimation on matrix manifolds
Mode estimation on manifolds (Unit sphere, Grassmann manifold, SPD matrices)
MATLAB implementation: MatMode.zip
This software requires to install the CVX and manopt packages.
For the implementation of the Grassmann manifold, our code is based on the MATLAB codes distributed by Tomoya Sakai
References:
[1] Hiroaki Sasaki, Jun-ichiro Hirayama and Takafumi Kanamori, "Mode estimation on matrix manifolds: Convergence and robustness", the 25th International Conference on Artificial Intelligence and Statistics (AISTATS), Proceedings of Machine Learning Research, vol.151, pp.8056-8079, 2022.