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Let $(E,d)$ be a metric space and $\nu$ be a probability measure on $\mathcal B(E)$. In this paper, it is mentioned that sampling from $\mu$ can be described as choosing $n\in\mathbb N$, $x_1,\ldots,x_n\in E$ and $\rho_1,\ldots,\rho_n\ge0$ with $\sum_{i=1}^n\rho_i=1$ such that $$\mu:=\sum_{i=1}^n\rho_i\delta_{x_i},\tag0$$ where $\delta$ denotes the Dirac kernel on $E$, "captures $\nu$ well".

The latter may clearly be described by a suitable metric on the space of probability measures on $\mathcal B(E)$; they are choosing the $L^p$-Wasserstein metric $\mathcal W_p$ for some $p\ge1$.

However, now they seem to claim (on p. 4) that if $\rho_1=\cdots=\rho_n=n^{-1}$ and $x_1,\ldots,x_n$ are chosen such that $\mu$ $$\mathcal W_p(\mu,\nu)=\inf_{\pi\in\Pi(\mu,\:\nu)}\left(\int\pi({\rm d}(x,y))d(x,y)^p\right)^{\frac1p},$$ where $\Pi(\mu,\nu)$ denotes the set of couplings of $\mu$ and $\nu$, is minimized (with respect to the choice of $x_1,\ldots,x_n$), then the sampling pattern corresponding to $\mu$ has "blue noise".

However, I don't really understand what the latter is supposed to mean and I cannot find any formal verification that the minimizer above actually has this property. Assume $E=\mathbb R^d$ for some $d\in\mathbb N$. Then, usually, "blue noise" should mean that the Fourier transform $$\hat\mu(x)=\sum_{i=1}^n\rho_ie^{-{\rm i}2\pi\langle x,\:x_i\rangle}\;\;\;\text{for }x\in\mathbb R^d$$ has "low enegery for small frequencies". And this should mean that $|\hat\mu(x)|$ is small whenever $|x|$ is small. But how can we prove that this is the case for the minimizer above?

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  • $\begingroup$ If you find the characterization of blue noise to be kind of vague, there are more specifics in this paper. The key feature is that the power spectral density of blue noise can be written explicitly in terms of Bessel functions. $\endgroup$ Commented Nov 30, 2022 at 17:51
  • $\begingroup$ @DanielShapero Thank you. I will take a look at that paper, but do you think that the minimizer in the question has this blue noise property? $\endgroup$
    – 0xbadf00d
    Commented Nov 30, 2022 at 20:19

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