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Proving the inequality involving Hausdorff distance and Wasserstein infinity distance
Prove the inequality
$$d_{H}(\mathrm{spt}(\mu),\mathrm{spt}(\nu))\leq W_{\infty}(\mu,\nu)$$
where $d_H$ denotes the Hausdorff distance between the supports of the measures $\mu$ and $\nu$, and $W_\...
3
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0
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Are 1-Wasserstein and 2-Wasserstein distances between multivariate normal distributions equivalent?
The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
$$W^p_p(\nu_{1},\nu_{2})=\underset{\pi\in\Gamma(\nu_{1},\nu_{2})}{\inf}\int_{\mathbf{\mathcal{X}}^{2}}d(x,y)^p\pi(dx,dy)$...