A Framework for Wasserstein-1-Type Metrics

Bernhard Schmitzer; Benedikt Wirth

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arXiv · 1701.01945

A Framework for Wasserstein-1-Type Metrics

Bernhard Schmitzer·Benedikt Wirth

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Abstract

We propose a unifying framework for generalising the Wasserstein-1 metric to a discrepancy measure between nonnegative measures of different mass. This generalization inherits the convexity and computational efficiency from the Wasserstein-1 metric, and it includes several previous approaches from the literature as special cases. For various specific instances of the generalized Wasserstein-1 metric we furthermore demonstrate their usefulness in applications by numerical experiments.

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BibTeX RIS

Bernhard Schmitzer, Benedikt Wirth. 2017-01-08. A Framework for Wasserstein-1-Type Metrics. https://arxiv.org/abs/1701.01945

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