Optimal Transport vs. Fisher-Rao distance between Copulas for Clustering
Multivariate Time Series

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Optimal Transport vs. Fisher-Rao distance between Copulas for Clustering Multivariate Time Series

28 April 2016

Sébastien Andler

Philippe Donnat

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Papers citing "Optimal Transport vs. Fisher-Rao distance between Copulas for Clustering Multivariate Time Series"

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Title
A numerical approximation method for the Fisher-Rao distance between multivariate normal distributions Frank Nielsen 66 19 0 16 Feb 2023
A unified framework for hard and soft clustering with regularized optimal transport Jean-Frédéric Diebold Nicolas Papadakis Arnaud Dessein Charles-Alban Deledalle FedML 98 8 0 12 Nov 2017
$The Geodesic Distance between $\mathcal{G}_I^0$ Models and its Application to Region Discrimination$ The Geodesic Distance between $\mathcal{G}_I^0$ Models and its Application to Region Discrimination José Antonio Naranjo-Torres J. Gambini A. Frery 45 14 0 01 Jan 2017
A Copula Statistic for Measuring Nonlinear Multivariate Dependence M. B. Hassine L. Mili Kiran Karra 22 4 0 21 Dec 2016
Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering Gautier Marti Sébastien Andler Frank Nielsen Philippe Donnat 75 8 0 30 Oct 2016