Optimal copula transport for clustering multivariate time series

Gautier Marti, Frank Nielsen, Philippe Donnat. Optimal copula transport for clustering multivariate time series. In 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016, Shanghai, China, March 20-25, 2016. pages 2379-2383, IEEE, 2016. [doi]

Abstract

Abstract is missing.