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Wasserstein distance and Monge-Kantorovich-Rubinstein duality
The definition of Wasserstein $p$-distance between two measures $\mu$ and $\nu$ on a Polish space $X$ is given by
$$
W_p(\mu, \nu)^p = \inf_{\gamma \in \Pi(\mu, \nu)} \int_{X \times X} d(x, y)^p\; d\...
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Equivalent definition of the Kantorovich-Fisher-Rao distance
I am reading this paper
"A JKO splitting scheme for Kantorovich-Fisher-Rao gradient flows"
(https://arxiv.org/abs/1602.04457)
and in the proof of Proposition 2.2, basically, if the measure ...