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Results tagged with wasserstein-distance
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user 145675
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Wasserstein distance between product measures
From the previous answer, it follows that the inequality is true when $p\ge 2$. Let $X_i, Y_i$ be the optimal choice of random variables for which
$$\|X_i-Y_i\|_p=W_p(\mu_i,\nu_i) \ \forall i=1,\ldots …
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