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Tagged with wasserstein change-of-variable
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Density associated with Wasserstein geodesic
Suppose we have two absolutely continuous distribution functions $F$ and $G$ with densities $f$ and $g,$ respectively. Assuming a quadratic cost function, the Wasserstein geodesic at time $t$ is the ...
- 836
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Change of variables - Wasserstein distance
My question is how exactly the change of variable formula is applied in the second row of the equation?
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