Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions

Malik Tiomoko, Romain Couillet. Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions. In 27th European Signal Processing Conference, EUSIPCO 2019, A Coruña, Spain, September 2-6, 2019. pages 1-5, IEEE, 2019. [doi]

Authors

Malik Tiomoko

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Romain Couillet

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