Introduction to the Wasserstein distance скачать в хорошем качестве

Introduction to the Wasserstein distance

Title: Introduction to the Wasserstein distance Abstract: I give an introduction to the Wasserstein distance, which is also called the Kantorovich-Rubinstein, optimal transport, or earth mover's distance. In particular, I describe how the 1-Wasserstein distance is defined between probability measures with finite support, and then briefly generalize to measures with arbitrary support. I mention how geodesics with the Wasserstein metric can have much nicer than geodesics with other metrics. Notes: https://www.math.colostate.edu/~adams...