Mishra, Bamdev; Meyer, Gilles; Bonnabel, Silvère; … - In: Computational Statistics 29 (2014) 3, pp. 591-621
Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient...