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.