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arXiv · 1702.07921

Matricial Wasserstein-1 Distance

Yongxin Chen·Tryphon T. Georgiou·Lipeng Ning·Allen Tannenbaum
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Abstract

In this note, we propose an extension of the Wasserstein 1-metric ($W_1$) for matrix probability densities, matrix-valued density measures, and an unbalanced interpretation of mass transport. The key is using duality theory, in particular, a "dual of the dual" formulation of $W_1$. This matrix analogue of the Earth Mover's Distance has several attractive features including ease of computation.

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BibTeXRIS

Yongxin Chen, Tryphon T. Georgiou, Lipeng Ning, Allen Tannenbaum. 2017-02-25. Matricial Wasserstein-1 Distance. https://arxiv.org/abs/1702.07921

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