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Questions tagged [wasserstein]

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6 votes
1 answer
367 views

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 ...
Fabian P's user avatar
  • 317
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
1 answer
88 views

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 ...
ad28a's user avatar
  • 45