Timeline for Comparison of Information and Wasserstein Topologies
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 29, 2022 at 20:11 | comment | added | Artem Alexandrov | Thanks! It is exactly what I want! | |
| Jun 29, 2022 at 18:16 | comment | added | Gabe K | @ArtemAlexandrov I don't know of where the first result was originally proved, but the identity for the Gaussian measures can be found in "Wasserstein Geometry of Gaussian Measures" by Takatsu. The hyperbolic geometry of the Fisher metric in this setting is generally attributed to Amari. One reference for this is "Fisher information distance: a geometrical reading" by Costa, Santos and Strapasson. | |
| May 30, 2022 at 7:35 | comment | added | Artem Alexandrov | Could you please provide a reference for the mentioned formulas? I mean the statements about metrics | |
| Dec 28, 2020 at 16:28 | comment | added | Gabe K | I should add that if you start with a different multivariate normal, the constant in the final inequality will depend on the covariance matrix, so the bound isn't uniform in the space of Gaussian measures (although it is uniform in the dimension). | |
| Dec 27, 2020 at 17:56 | vote | accept | Catologist_who_flies_on_Monday | ||
| Dec 27, 2020 at 8:28 | history | answered | Gabe K | CC BY-SA 4.0 |