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7 votes
1 answer
438 views

An isoperimetric type of inequality in terms of Wasserstein distance/Optimal transport

Let $A \subset \mathbb{R}^n$ be a region having the same volume as an $n$ dimensional ball $B^n_R$ with radius $R$ centring at the origin. Isoperimetric inequality says: $ Vol_{n-1} \partial A \geq ...
random_shape's user avatar
5 votes
2 answers
953 views

Comparison of Information and Wasserstein Topologies

There are many possible metrics one can place on the space of Gaussian probability measures on $\mathbb{R}^n$, with strictly positive definite co-variance matrices. Let's denote this space by $X$. I'...
Catologist_who_flies_on_Monday's user avatar
3 votes
2 answers
295 views

Wasserstein convergence of "series expansion'' of probability measure

Let $X$ be a Polish space and let $(\mu_i)_{i=1}^{\infty}$ be a sequence of probability measures in the Wasserstein space $\mathcal{P}(X)$ on $X$. Let $(\beta_i)_{i=1}^{\infty}$ be a summable ...
ABIM's user avatar
  • 5,405
3 votes
0 answers
362 views

Second-Order Taylor Expansion of Wasserstein Metric and Related Metrics

Suppose that we have a parametric distribution $P_{\theta}$, which is indexed by the parameter $\theta \in \mathbb{R}^d$. Let $W\{\cdot,\cdot\}$ be the Wasserstein Metric between two distributions. ...
Minkov's user avatar
  • 1,127
2 votes
1 answer
1k views

Wasserstein interpolation between two probability measures on a metric space

Question 1 Given probability measures $\mu$ and $\nu$ on the same metric space $X=(X,d)$, and $\alpha \in [0, 1]$, is it always possible to find another probability measure $\lambda_\alpha$ on $X$ ...
dohmatob's user avatar
  • 6,853
2 votes
2 answers
312 views

$X$ Polish geodesic implies $(P_2(X), W_2)$ geodesic

If $X,d$ is a complete and separable space then the space of Borel probability measures with finite second moment on $X$ endowed with the Wasserstein distance $W_2$ is geodesic. I am looking for a ...
User11111's user avatar
2 votes
0 answers
82 views

Estimate of Wasserstein distance and flow of vector fields under particular assumptions

Let $\mu$ be a compactly supported absolutely continuous probability measure. Let $v,u$ be Lipschitz vector fields. For a vector field $w$ recall that $\Phi_t^w$ denotes its flow. A classical estimate ...
Jun's user avatar
  • 303
2 votes
0 answers
101 views

$CD(K,N)$ condition for non complete metric measure spaces

That's basically it. I would like to know if it's possible to define the ${\sf CD}(K,N)$ condition for metric measure spaces that are not necessarily complete. The references I have found on this ...
Mauricio Che's user avatar
1 vote
1 answer
306 views

When are Wasserstein spaces $CAT(\kappa)$?

Let $(X,d)$ be a complete and separable metric space and, for $1\leq p<\infty$, let $(\mathcal{P}_p(X,d),W_p)$ be the $p$-Wasserstein space on $(X,d)$. For which $p$ and $(X,d)$ is $(\mathcal{P}_p(...
Carlos_Petterson's user avatar
1 vote
1 answer
262 views

What does $g_x^{-1}$ mean where $g$ is a Riemannian metric?

I am reading this paper about the Wasserstein-Fisher-Rao distance and they define the Wasserstein-Fisher-Rao distance on a manifold as follows (page 9): Here, $M$ is a compact Riemannian manifold, $\...
Kaira's user avatar
  • 305