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3 votes
0 answers
278 views

Radon-Nikodym derivative of vector-valued measure with respect to another vector-valued measure

Let $(X, | \cdot |)$ be a Banach space. I am interested in whether one can extend the definition of the Kullback-Leibler divergence $$ \text{KL}(\mu \ \Vert \ \nu) := \int_{\Omega} \ln\left(\frac{\...
0 votes
1 answer
86 views

Is integration against an indicator Wasserstein-Continuous

Let $\mathcal{P}_p(X)$ denote the Wasserstein space over a compact metric space $X$, and $1\leq p<\infty$. Fix a non-empty closed subset $C\subseteq X$. Then is the map: $$ \mathbb{P} \mapsto \...