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Results tagged with wasserstein-distance
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user 145675
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Wasserstein distance between product measures
For two probability measures $\mu,\nu$ on $\mathbb{R}^n$, let
$$W_p(\mu,\nu)^p=\inf_{\pi}\int\|x-y\|^p_2\ \pi(dx\ dy)$$
denote the $p^\text{th}$ Wasserstein distance between $\mu, \nu$, where the infi …
