On a Formula for the L2 Wasserstein Metr
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Matthias Gelbrich
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Article
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1990
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John Wiley and Sons
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English
β 819 KB
## Abstract For a separable metric space (__X, d__) __L__^p^ Wasserstein metrics between probability measures ΞΌ and __v__ on __X__ are defined by where the infimum is taken over all probability measures Ξ· on __X__ Γ __X__ with marginal distributions ΞΌ and __v__, respectively. After mentioning som