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most citedLog-PCA versus Geodesic PCA of histograms in the Wasserstein space

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stat.ML2019

The Wasserstein-Fourier Distance for Stationary Time Series

Elsa Cazelles, Arnaud Robert, Felipe Tobar

We propose the Wasserstein-Fourier (WF) distance to measure the (dis)similarity between time series by quantifying the displacement of their energy across frequencies. The WF dista…