2 citations · 3 across the 9 of their papers we have counts for
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Statistical Inference for Bures-Wasserstein Flows
Leonardo V. Santoro, Victor M. Panaretos
We develop a statistical framework for conducting inference on collections of time-varying covariance operators (covariance flows) over a general, possibly infinite dimensional, Hi…
Large Sample Theory for Bures-Wasserstein Barycentres
Leonardo V. Santoro, Victor M. Panaretos
We establish a strong law of large numbers and a central limit theorem in the Bures-Wasserstein space of covariance operators -- or equivalently centred Gaussian measures -- over a…
A Karhunen-Loève Theorem for Random Flows in Hilbert spaces
Leonardo V. Santoro, Kartik G. Waghmare, Victor M. Panaretos
We develop a generalisation of Mercer's theorem to operator-valued kernels in infinite dimensional Hilbert spaces. We then apply our result to deduce a Karhunen-Loève theorem, vali…