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Stiefel manifold transforms #23

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sethaxen opened this issue Jul 12, 2022 · 1 comment

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sethaxen commented Jul 12, 2022 •

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Collected from e-mail discussion:

transforms:

see what geotorch does
Cayley method (https://arxiv.org/abs/1810.02881)
Polar expansion (https://arxiv.org/abs/1906.07684)
Givens transform (https://doi.org/10.1214/20-BA1202)
Householder-based method (novel?)

test cases (TBD):

sethaxen added TO-DO Paper-writing labels

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spinkney commented Sep 5, 2022 •

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Paper that uses Householder parameterizations https://proceedings.mlr.press/v97/nirwan19a

Code: https://github.com/RSNirwan/HouseholderBPCA/tree/master/py_stan_code

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