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

Published in SIAM Journal on Mathematics of Data Science (accepted), 2024

Recommended citation: Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer, Youssef Marzouk, "Multifidelity covariance estimation via regression on the manifold of symmetric positive definite matrices." SIAM Journal on Mathematics of Data Science (accepted), 2024.