pyriemann.utils.mean.mean_kullback_sym

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

Mean of SPD matrices according to Kullback-Leibler divergence.

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

Parameters
covmatsndarray, shape (n_matrices, n_channels, n_channels)

Set of SPD matrices.

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

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

Returns
Cndarray, shape (n_channels, n_channels)

Kullback-Leibler mean.

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