Using surrogates and optimal transport for synthesis of stationary multivariate series with prescribed covariance function and non-gaussian joint-distribution

Pierre Borgnat, Patrice Abry, Patrick Flandrin. Using surrogates and optimal transport for synthesis of stationary multivariate series with prescribed covariance function and non-gaussian joint-distribution. In 2012 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2012, Kyoto, Japan, March 25-30, 2012. pages 3729-3732, IEEE, 2012. [doi]

Abstract

Abstract is missing.