Log-PCA versus Geodesic PCA of histograms in the Wasserstein space
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- Betancourt, JosÃ© & Bachoc, FranÃ§ois & Klein, Thierry & Idier, DÃ©borah & Pedreros, Rodrigo & Rohmer, JÃ©rÃ©my, 2020. "Gaussian process metamodeling of functional-input code for coastal flood hazard assessment," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
- Le Brigant, Alice & Puechmorel, Stéphane, 2019. "Quantization and clustering on Riemannian manifolds with an application to air traffic analysis," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 685-703.
- Chao Zhang & Piotr Kokoszka & Alexander Petersen, 2022. "Wasserstein autoregressive models for density time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 30-52, January.
- Florian Gunsilius & Meng Hsuan Hsieh & Myung Jin Lee, 2022. "Tangential Wasserstein Projections," Papers 2207.14727, arXiv.org, revised Aug 2022.
- Petersen, Alexander & Zhang, Chao & Kokoszka, Piotr, 2022. "Modeling Probability Density Functions as Data Objects," Econometrics and Statistics, Elsevier, vol. 21(C), pages 159-178.
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KeywordsGeodesic Principal Componant Analysis; Wasserstein Space; Non-convex optimization;
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