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Real-valued functions of real variable, analytic properties of functions and sequences, limits, continuity, smoothness of these.

4 votes
1 answer
1k views

Is the Wasserstein-1 metric translation invariant?

Define the Wasserstein-1 metric (or the Earth mover's distance) between two positive measures $\mu_1$, $\mu_2$ by $$ W(\mu_1, \mu_2) = \inf_{\gamma \in \Gamma (\mu_1, \mu_2)} \int \|x_1 - x_2\| \, \m …
Jonas Adler's user avatar
3 votes
0 answers
494 views

Continuity of the conditional expectation

Consider the conditional expectation of $x$ given $y$, $$ \mathbb{E}(x | y) $$ where $x \in X$ and $y \in Y$ where $X, Y$ are Hilbert spaces (possibly infinite dimensional). Question : I am looking f …
Jonas Adler's user avatar