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Tagged with wasserstein lipschitz-functions
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How to intuitively view Wasserstein distance dual as moving earth
The Wasserstein-1 distance can be viewed as the minimum amount of work needed to move one distribution to another distribution, as if the distributions were like piles of earth. The typical definition ...
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Proof of Lipschitz continuity of Wasserstein distance in WGAN paper
I'm reading the Wasserstein GAN paper(https://arxiv.org/abs/1701.07875)
by Martin Arjovsky et al.
My question is about the proof of the statement 2 of Theorem 1 in the paper.
Please see the appendix C....
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Scaling property of the Wasserstein metric
I would need help with this example.
Let $(S, ||\cdot||)$ denote a normed vector space over $K =\mathbb R$ or $K =\mathbb C$. Let $X$ and $Y$ be $S$-valued random vectors with $E~[~||X||~] < \infty$...