Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series. Marti, G., Andler, S., Nielsen, F., & Donnat, P. In IEEE Statistical Signal Processing Workshop, SSP 2016, Palma de Mallorca, Spain, June 26-29, 2016, pages 1–5, 2016. IEEE.
Paper doi bibtex @inproceedings{DBLP:conf/ssp/MartiAND16,
author = {Gautier Marti and
S{\'{e}}bastien Andler and
Frank Nielsen and
Philippe Donnat},
title = {Optimal transport vs. Fisher-Rao distance between copulas for clustering
multivariate time series},
booktitle = {{IEEE} Statistical Signal Processing Workshop, {SSP} 2016, Palma de
Mallorca, Spain, June 26-29, 2016},
pages = {1--5},
publisher = {{IEEE}},
year = {2016},
url = {https://doi.org/10.1109/SSP.2016.7551770},
doi = {10.1109/SSP.2016.7551770},
timestamp = {Wed, 16 Oct 2019 14:14:54 +0200},
biburl = {https://dblp.org/rec/conf/ssp/MartiAND16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}