Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
From MaRDI portal
Publication:2317000
DOI10.1007/s13171-018-0130-1zbMath1420.60048arXiv1801.01990OpenAlexW2964172337MaRDI QIDQ2317000
Victor M. Panaretos, Yoav Zemel, Valentina Masarotto
Publication date: 7 August 2019
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.01990
functional data analysisFréchet meanoptimal couplingmanifold statisticstangent space PCAtrace-class operator.
Gaussian processes (60G15) Geometric probability and stochastic geometry (60D05) Inference from stochastic processes (62M99) Random operators and equations (aspects of stochastic analysis) (60H25)
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