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Random matrix-improved estimation of covariance matrix distances

Random matrix-improved estimation of covariance matrix distances

10 October 2018
Romain Couillet
Malik Tiomoko
S. Zozor
E. Moisan
ArXiv (abs)PDFHTML

Papers citing "Random matrix-improved estimation of covariance matrix distances"

1 / 1 papers shown
Title
Random Matrix-Improved Estimation of the Wasserstein Distance between
  two Centered Gaussian Distributions
Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions
Malik Tiomoko
Romain Couillet
48
4
0
08 Mar 2019
1