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Apr 23, 2014 at 18:12 comment added Tapio Rajala I added a way to see the reverse inequality. I'll think about your followup question later when I have more time.
Apr 23, 2014 at 18:09 history edited Tapio Rajala CC BY-SA 3.0
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Apr 23, 2014 at 17:32 comment added passerby51 Thanks. Regarding the simplest case, I can see that $W_2(f_G,f_{G'}) \le W_2(G,G')$ if $G$ and $G'$ are point masses, but I can't see the reverse inequality in general. It seems the diffused measures get closer in general. Regarding your example, thanks for the nice construction. What can be assumed to rule out this? It seems that assuming $G$ and $G'$ to have support in a compact set rules this out.
Apr 9, 2014 at 7:56 history answered Tapio Rajala CC BY-SA 3.0