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2 votes
1 answer
571 views

Semi-discrete Wasserstein distance to uniform

Does the $p$-Wasserstein distance have a simpler expression when applied to these two distributions : A uniform distribution on $[0,1]^d$ A discrete distribution with $N$ equally-weighted point mass ...
lrnv's user avatar
  • 686
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