pyriemann.utils.mean.mean_kullback_sym

pyriemann.utils.mean.mean_kullback_sym(covmats, sample_weight=None)

Mean of SPD/HPD matrices according to Kullback-Leibler divergence.

Symmetrized Kullback-Leibler mean is the geometric mean between the Euclidean and the harmonic means [1].

Parameters:

covmatsndarray, shape (n_matrices, n, n)

Set of SPD/HPD matrices.

sample_weightNone | ndarray, shape (n_matrices,), default=None

Weights for each matrix. If None, it uses equal weights.

Returns:

Cndarray, shape (n, n)

Symmetrized Kullback-Leibler mean.

See also

mean_covariance

References

[1]

Symmetric positive-definite matrices: From geometry to applications and visualization M. Moakher and P. Batchelor. Visualization and Processing of Tensor Fields, pp. 285-298, 2006