论文标题
关于仿射不变成本功能的注释
A Note on Affine Invariant Cost Functions
论文作者
论文摘要
我们表明，只要函数限制对标量矩阵的限制是汇总的，就必须通过确定函数来考虑任何仿射不变函数。讨论了强大的统计数据的动机。
We show that any affine invariant function on the set of positive definite matrices must factor through the determinant function, as long as the restriction of the function to scalar matrices is surjective. A motivation from robust statistics is discussed.
