2021
Fast PCA in 1-D Wasserstein Spaces via B-splines Representation and Metric Projection
AAAI 2021technical
We address the problem of performing Principal Component Analysis over a family of probability measures on the real line, using the Wasserstein geometry. We present a novel representation of the 2-Wasserstein space, based on a well known isometric bijection and a B-spline expansion. Thanks to this r…