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Does the $p$-Wasserstein distance have a simpler expression when applied to these two distributions :

  • A uniform distribution on $[0,1]^d$
  • A discrete distribution with $N$ equally-weighted point mass all in $[0,1]^d$

I'm trying to compute a closed form expression to this particular setting for the $p$-Wasserstein distance, but i'm having some trouble. If it makes things simpler, you can take $p=2$.

In a more intuitive point of view, the question is to calculate the minimal transport cost of a point to a uniform distribution around it.

Finaly, if you have some references in mind on semi-discrete Wasserstein distances, it could help me :)

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$\newcommand{\R}{\mathbb{R}}$ Welcome to MathOverflow! My conjecture is as follows. Let $a_1,\dots,a_N$ be the distinct points in question. For $i\in[N]:=\{1,\dots,N\}$ and each $k=(k_1,\dots,k_N)\in\R^N$, let \begin{equation} X_i(k):=\{x\in[0,1]^d\colon|x-a_i|^p-|x-a_j|^p\le k_i-k_j\ \ \forall j\in[N]\setminus\{i\}\}. \tag{1} \end{equation} Note that, if $k_i=0$ for all $i$, then the family $X(k):=(X_i(k))_{i\in[N]}$ is the Voronoi tesselation for the points $a_1,\dots,a_N$. So, one may refer to $X(k)$ in general as the $k$-Voronoi tesselation.

Conjecture 1 For some $k\in\R^N$, the cells $X_i(k)$ of the $k$-Voronoi tesselation $X(k)$ are all of the same $d$-volume, $1/N$.

Let us denote such a vector $k$ by $k_*$.

Conjecture 2 The optimal transportation of the uniform distribution on the set $\{a_1,\dots,a_N\}$ to the uniform distribution on the $d$-cube $[0,1]^d$ is given by the transportation of the $\frac1N$-mass at each point $a_i$ to $\frac1N\,\times\big(\text{the uniform distribution on the cell }X_i(k_*)\big)$.

So, the $p$th power of the $p$-Wasserstein distance will be $$\sum_{i=1}^N\int_{X_i(k_*)}|x-a_i|^p\,dx. $$


Informal justification: Let $m_i(A)$ denote the mass transported from a point $a_i$ to a Borel set $A\subseteq[0,1]^d$. We have to minimize \begin{equation*} \sum_i\int_{[0,1]^d}|x-a_i|^p m_i(dx) \end{equation*} given that $m_i\ge0$, $\int_{[0,1]^d}m_i(dx)=1$ for all $i$, and $\sum_i m_i(dx)=dx$. Varying the measures $m_i$ and using Lagrange multipliers, we have $|x-a_i|^p=k_i+\mu(x)$ for some $k=(k_1,\dots,k_N)\in\R^N$, some function $\mu$, all $x$, and all $i$ such that $x$ is in the support set (say $S_i$) of the measure $m_i$. It follows that $|x-a_i|^p-|x-a_j|^p=k_i-k_j$ for all $x$ and all $i,j$ such that $x\in S_i\cap S_j$. This gives rise to formula (1).

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  • $\begingroup$ Your conjectures and justifications are sound. In fact, one can rewrite the problem using the dual formulation of optimal transport and obtain results similar to those you state above. In the book by Santambrogio (2015, Optimal transport for applied mathematicians) section 6.4 contains material relevant to the question, showing that the dual formulation will lead to conditions equivalent to the conjectures you mention. $\endgroup$ Commented Dec 26, 2019 at 19:18

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