Questions tagged [wasserstein]
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Can we bound the L1 distance between densities by Wasserstein distance of measures
Let $\mu_1$ and $\mu_2$ be two probability measures over a closed interval $[a, b]$, with respective density functions $\phi_1$ and $\phi_2$. Is there a way to bound the $L^1$ distance of the ...
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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)...
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Is the median of CDFs again a CDF?
I am working on the following barycenter problem: Suppose we are given $N$ probability measures on $\mathbb{R}$ with cumulative distribution functions $F_1,\dots,F_N$ and we are interested in the ...