Procrustes metrics on covariance operators and optimal transportation of Gaussian processes

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

zbMATH Keywords

functional data analysisFréchet meanoptimal couplingmanifold statisticstangent space PCAtrace-class operator.

Mathematics Subject Classification ID

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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