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based on a low-dimensional decomposition of empirical covariance matrices, without relying on data projections. Furthermore, we provided a closed-form expression for the Monge map, which involves
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singular value decomposition”, SIAM journal on Matrix Analysis and Applications, vol. 21, no. 4, 2000, pp. 1253-1278. [GOU20] J. H. M. Goulart, P. Marinho, R. C. Farias, V. Zarzoso and P. Comon, “Alternating
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