Bures-Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks

Yann Thanwerdas, Xavier Pennec. Bures-Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks. SIAM J. Matrix Analysis Applications, 44(3):1447-1476, September 2023. [doi]

Abstract

Abstract is missing.