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7 votes
1 answer
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Local Lipschitzness of parameterization of Gaussians in Wasserstein space

Fix a positive integer $n$ and consider the $2$-Wasserstein space $\mathcal{P}_2(\mathbb{R}^n)$. Let $X$ be the cone of $n\times n$ symmetric positive semidefinite matrices with Frobenius norm and ...
Justin_other_PhD's user avatar
0 votes
2 answers
534 views

Wasserstein distance between $N(0,1/d)$ and the marginal distribution of $x_1$ when $x=(x_1,\ldots,x_d)$ is uniform on the unit-sphere in $R^d$

Let $x=(x_1,\ldots,x_d)$ be uniformly distributed on the unit-sphere in $\mathbb R^d$. Question. What is a good upper-bound for Wasserstein distance between $N(0,1/d)$ and the marginal distribution ...
dohmatob's user avatar
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