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On Matrix-Valued Monge–Kantorovich Optimal Mass Transport
We present a particular formulation of optimal transport for matrix-valued density functions. Our aim is to devise a geometry which is suitable for comparing power spectral densities of multivariable time series. More specifically, the value of a power spectral density at a given frequency, which in...
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| Izdano u: | IEEE Trans Automat Contr |
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| Glavni autori: | , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
2014
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| Teme: | |
| Online pristup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4798256/ https://ncbi.nlm.nih.gov/pubmed/26997667 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1109/TAC.2014.2350171 |
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