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The finite-metric 1-Wasserstein transport cost
Definition
Let be a nonempty finite set and let satisfy if and only if , , and . Let and be probability vectors, so their coordinates are nonnegative and each vector sums to . A coupling is an matrix with , row sums , and column sums ; write for the set of all such matrices. Writing , define the finite-metric 1-Wasserstein transport cost by
Depends on
Used by
- An attaining coupling and potential on a three-point metric space Example
- Point masses, Jensen–Shannon saturation, and weight clipping Example
- Transport on a finite chain Example
- Two-point finite-metric transport Example
- Finite-metric transport and normalized dual optima are attained Lemma
- Finite-metric transport duality and complementary slackness Theorem
- Kantorovich–Rubinstein duality on compact metric spaces Theorem
- Kantorovich–Rubinstein duality on compact second-countable metric spaces Theorem
Dependency tree · two levels
9 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Gabriel Peyré and Marco Cuturi, Computational Optimal Transport, §§2.1–2.3 and 6.1 (standard reference, not scraped)
- Filippo Santambrogio, Introduction to Optimal Transport Theory, §§1.1 and 1.3, PDF pp. 3–6 (standard reference, not scraped)