1 problem

0 votes0 replies0 views
Pigoli et al.'s convergence conjecture for the Procrustes algorithm
Let $\Sigma_1,\dots,\Sigma_N$ be covariance operators and let $\mathscr L^0=n^{-1}\sum_{i=1}^n\Sigma_i^{1/2}$ be the initial point for the Procrustes algorithm, which iteratively a…
Conjecturesolvedcovariance-operators optimal-transport procrustes-analysisarXiv posted 2 days ago

Pigoli et al.'s convergence conjecture for the Procrustes algorithm