Multifidelity covariance estimation via regression on the manifold of symmetric positive definite matrices

Published in arXiv preprint, 2023

Recommended citation: Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer, Youssef Marzouk, "Multifidelity covariance estimation via regression on the manifold of symmetric positive definite matrices." arXiv:2307.12438, 2023.