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4 votes
0 answers
197 views

Compactness of the unit ball in the space of Radon measures w.r.t. the Kantorovich-Rubinstein norm

This question was posted previously but has not attracted any responses so I am repharising it in a slightly different language hoping to reach a wider community Let $(X,d)$ be a pointed metric space ...
Yury Korolev's user avatar
2 votes
0 answers
95 views

Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?

Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
Analyst's user avatar
  • 657
2 votes
0 answers
302 views

Simplify Kantorovich–Rubinstein duality when distributions share a common marginal

Consider the product of two metric spaces $X\times Y$, and two probability distributions $\mu$ and $\nu$ on this product space. By the Kantorovich-Rubinstein duality, I can write the Wasserstein-1-...
joemrt's user avatar
  • 53
1 vote
1 answer
82 views

Lipschitz approximation of a probability measure with finite $1$-st moment by the ones with finite $p$-th moment

For $p \in [1, \infty)$, let $\mathcal P_p (\mathbb{R^d})$ be the space of Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. We endow $\mathcal P_p (\mathbb{R^d})$ with the ...
Akira's user avatar
  • 835
0 votes
0 answers
55 views

Any useful bases for the topology induced by the $t$-Wasserstein distance?

I am working on $\mathbb R ^d$ equipped with the usual Euclidean metric. I know of one nice base for $\mathcal W _t$, namely: $$\left\{ B_p (r) : r>0, p=\sum_{i=1} ^n \alpha_i \delta_{x_i},\text{ ...
J.R.'s user avatar
  • 291