Skip to main content

All Questions

Filter by
Sorted by
Tagged with
28 votes
1 answer
6k views

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,...
warsaga's user avatar
  • 1,256
4 votes
2 answers
256 views

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 $$ \...
Akira's user avatar
  • 825
2 votes
1 answer
237 views

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, \...
J.R.'s user avatar
  • 291