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Tagged with optimal-transportation wasserstein-distance
3 questions
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1-Wasserstein distance between two multivariate normal
The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
$$d_p(\nu_{1},\nu_{2})=\left(\underset{\pi\in\Gamma(\nu_{1},\nu_{2})}{\inf}\int_{\mathbf{\mathcal{X}}^{2}}d(x,y)^p\pi(dx,...
4
votes
2
answers
256
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Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
2
votes
1
answer
237
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Is the following set compact w.r.t. the Wasserstein distance?
Fix a finite first moment probability measure $q\in\mathcal{P}_1(\mathbb R ^d)$, and real numbers $K,M,R$. Consider the following set:
$$A:=\left\{p\in\mathcal{P}_1(\mathbb R ^d): \int |x|dp\leq K, \...