Using surrogates and optimal transport for synthesis of stationary multivariate series with prescribed covariance function and non-gaussian joint-distribution

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn , Issue , 2012, Pages 3729-3732

  Borgnat, Pierre ^a   Abry, Patrice ^a   Flandrin, Patrick ^a  

^a UNIVERSITÉ DE LYON   (France)

Author keywords

Multivariate Series; Numerical Synthesis; Optimal Transport; Sliced Wasserstein Distance; Surrogate

Indexed keywords

MULTIVARIATE SERIES; NUMERICAL SYNTHESIS; OPTIMAL TRANSPORT; SURROGATE; WASSERSTEIN DISTANCE;

SIGNAL PROCESSING;

GAUSSIAN NOISE (ELECTRONIC);

EID: 84867587885     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2012.6288727     Document Type: Conference Paper

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