Optimal Transport for Covariance Operators
Conference
65th ISI World Statistics Congress 2025
Format: IPS Abstract - WSC 2025
Keywords: covariance
Session: IPS 784 - Statistical Advances Across Diverse Complex Data Landscapes
Wednesday 8 October 2 p.m. - 3:40 p.m. (Europe/Amsterdam)
Abstract
We present results on the Procrustes-Bures-Wasserstein distance between covariance operators on Hilbert spaces, and their use in testing for homogeneity, analysis of variance, and principal component analysis.