Geometry and analytic properties of the sliced Wasserstein space

Abstract

The sliced Wasserstein metric compares probability measures on $\mathbb{R}^d$ by taking averages of the Wasserstein distances between projections of the measures to lines. The distance has found a range of applications in statistics and machine learning, as it is easier to approximate and compute in high dimensions than the Wasserstein distance. While the geometry of the Wasserstein metric is quite well understood, and has led to important advances, very little is known about the geometry and metric properties of the sliced Wasserstein (SW) metric. Here we show that when the measures considered are "nice" (e.g. bounded above and below by positive multiples of the Lebesgue measure) then the SW metric is comparable to the (homogeneous) negative Sobolev norm $\dot H^{-(d+1)/2}$. On the other hand when the measures considered are close in the infinity transportation metric to a discrete measure, then the SW metric between them is close to a multiple of the Wasserstein metric. We characterize the tangent space of the SW space, show that the speed of curves in the space can be described by a quadratic form, but that the SW space is not a length space. We establish a number of properties of the metric given by the minimal length of curves between measures -- the SW length. Finally we highlight the consequences of these properties to the gradient flows in the SW metric.