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0 votes
0 answers
4 views

Can a finite Wasserstein metric on Euclidean support be embedded in a Euclidean space?

Thanks for everyone's help with understanding finite metric embeddings in Euclidean space. I have a follow-up question. Say we have the Wasserstein distance between $n$ distributions in Euclidean ...
user9998990's user avatar
0 votes
0 answers
27 views

Does this relation between Wasserstein distances hold: $W_1(\mu,\nu)\leq W_2(\mu,\nu) \leq ... \leq W_\infty(\mu,\nu)$?

I stumbled upon this interesting statement in this paper: "One interesting observation is that the Wasserstein ambiguity set with the Wasserstein order p = 2 is less conservative, because the 2-...
osi41's user avatar
  • 99
3 votes
1 answer
477 views

Quantitative bound on Wasserstein distances by $L^p$ distances?

Given two smooth probability densities $f$ and $g$ on $\mathbb{R}$ (or $\mathbb{R}_+$) with finite $p$-th moments. I am wondering if anyone is aware of some explicit upper bound on $W_p(f,g)$ in terms ...
Fei Cao's user avatar
  • 2,860
0 votes
0 answers
37 views

Sufficient Conditions on Metric Space for Wasserstein Distance?

For a metric space $M$ and the Wasserstein 1-distance $W_1$, what qualifying assumptions do we need for $M$? I have seen we only need $M$ be compact, $M$ be a Polish space, or $M$ be a Radon space. ...
stone327's user avatar
2 votes
0 answers
244 views

Derive the $d=1$ form of the Wasserstein distance

QUESTION Given How to pass from the general definition of the Wasserstein distance (let's call it Equation (1)): to the closed forms with d=1, here below (let's call them Equation (2) and Equation(3)...
Ommo's user avatar
  • 349
1 vote
0 answers
296 views

Wasserstein distance of convolution of measures

Let $\mu_1, \mu_2,\nu_1,\nu_2$ be measures on $\mathbb{R}^d$. It is well known that the $p$-Wasserstein distance satisfies $$\mathcal{W}_p(\nu_1 *\mu_1, \nu_1 *\mu_2) = \mathcal{W}_p(\mu_1,\mu_2),$$ ...
Tyler6's user avatar
  • 1,261
3 votes
1 answer
99 views

Covering with sets of negligible boundary

I am studying causality theory in Lorentzian length spaces, and I have a question about geometric measure theory in general (it will help me with a proof I am trying to finish): Suppose we have a ...
Mathemachicken's user avatar