Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions

8 March 2019

Papers citing "Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions"

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Consistent Estimation of a Class of Distances Between Covariance Matrices Roberto Pereira Xavier Mestre Davig Gregoratti 22 1 0 18 Sep 2024