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Tagged with wasserstein statistics
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Connect definition of 1st-order Wasserstein distance given CDFs and general definition of Wasserstein distance
In this post, the definition of the 1st-order Wasserstein distance is
$\int_{-\infty}^{\infty} |F_1 (x)-F_2(x)| dx$
In Wikipedia, I see something completely different.
How do I connect the 2 ...
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Bregman divergence from Wasserstein distance
I was wondering whether one has studied the Bregman divergence arising from a squared Wasserstein distance.
More precisely, let $\Omega\subset \mathbb{R}^d$ be a compact set and $c\in \Omega\times \...
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How to derive the $W_1$ Wasserstein distance written with the quantile functions (i.e. with inverse cumulative distribution functions) [closed]
INTRODUCTION. Either downloading the slides on Optimal Transport (OT) from the Marco Cuturi website (go to section "Teaching ENSAE --> OT --> Optimal Transport (Spring 2023)
[slides]" ...
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