Name
Abstract | ||
|---|---|---|
We introduce and compare certain distance measures between covariance matrices. These originate in information theory, quantum mechanics and optimal transport. More specifically, we show that the Bures/Hellinger distance between covariance matrices coincides with the Wasserstein-2 distance between the corresponding Gaussian distributions. We also note that this Bures/Hellinger/Wasserstein distance... |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1109/LSP.2013.2266273 | IEEE Signal Processing Letters |
Keywords | Field | DocType |
Measurement,Covariance matrices,Geometry,Spectral analysis,Approximation methods,Manifolds,Entropy | Mathematical optimization,Covariance function,Estimation of covariance matrices,Hellinger distance,Rational quadratic covariance function,Matrix (mathematics),Law of total covariance,Matérn covariance function,Mathematics,Covariance | Journal |
Volume | Issue | ISSN |
20 | 8 | 1070-9908 |
Citations | PageRank | References |
4 | 0.42 | 7 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Lipeng Ning | 1 | 125 | 15.11 |
| Xianhua Jiang | 2 | 55 | 6.25 |
| Tryphon T. Georgiou | 3 | 211 | 36.71 |