mathematics, the Wasserstein distance or Kantorovich–Rubinstein metric is a distance function defined between probability distributions on a given metric space M...
32 KB (5,194 words) - 17:28, 25 May 2025
the main page on Wasserstein metric. By the Kantorovich-Rubenstein duality, the definition of Wasserstein GAN is clear: A Wasserstein GAN game is defined...
16 KB (2,884 words) - 07:23, 26 January 2025
metrics, including the Wasserstein-1 distance and the total variation distance. In addition to theoretical importance, integral probability metrics are...
17 KB (1,880 words) - 14:34, 3 May 2024
instead, as the cost of changing from one state to another (as with Wasserstein metrics on spaces of measures) or the degree of difference between two objects...
82 KB (11,434 words) - 17:46, 21 May 2025
name: Wasserstein metric, a mathematical distance measure Dresdner Kleinwort Wasserstein, an investment bank, part of Dresdner Bank Wasserstein Perella...
718 bytes (131 words) - 22:20, 2 March 2024
the Wasserstein metric with p ≥ 1 {\displaystyle p\geq 1} and μ , ν {\displaystyle \mu ,\nu } have finite p {\displaystyle p} th moment. Lévy metric Prokhorov's...
5 KB (824 words) - 20:26, 8 January 2025
Statistical distance (redirect from Probability metric)
Lévy–Prokhorov metric Wasserstein metric: also known as the Kantorovich metric, or earth mover's distance Mahalanobis distance Integral probability metrics generalize...
6 KB (643 words) - 02:01, 12 May 2025
Alternate forms of the last name: Vaseršteĭn, Vasershtein, Wasserstein. The Wasserstein metric was named after him by R.L. Dobrushin in 1970. Leonid Vaserstein...
7 KB (655 words) - 14:36, 5 May 2025
mover's distance is also known as the Wasserstein metric W 1 {\displaystyle W_{1}} , Kantorovich–Rubinstein metric, or Mallows's distance. It is the solution...
15 KB (2,191 words) - 06:31, 9 August 2024
{\displaystyle Q} , respectively. Total variation Kolmogorov–Smirnov test Wasserstein metric Chatterjee, Sourav. "Distances between probability measures" (PDF)...
6 KB (785 words) - 23:05, 17 March 2025
Radon measure (redirect from Radon metric)
Radon metric, which presents difficulties in certain applications. On the other hand, if X is a compact metric space, then the Wasserstein metric turns...
20 KB (2,777 words) - 00:15, 23 March 2025
transport flow is to construct a probability path minimizing the Wasserstein metric. The distribution on which we condition is an approximation of the...
84 KB (14,123 words) - 01:54, 6 June 2025
{\displaystyle Y} ). (Compare this formulation with the definition of the Wasserstein metric W p {\displaystyle W_{p}} on the space of probability measures.) A...
26 KB (4,442 words) - 23:01, 12 December 2024
is the Wasserstein-Fréchet mean, or simply the Wasserstein mean, which is the Fréchet mean with the L 2 {\displaystyle L^{2}} -Wasserstein metric d W 2...
25 KB (4,575 words) - 08:44, 18 December 2024
functions from X to [−1, 1]. This is in contrast, for example, to the Wasserstein metric, where the definition is of the same form, but the supremum is taken...
18 KB (3,026 words) - 18:10, 7 April 2025
L(F_{n},F)\to 0} . Càdlàg Lévy–Prokhorov metric Wasserstein metric V.M. Zolotarev (2001) [1994], "Lévy metric", Encyclopedia of Mathematics, EMS Press...
2 KB (215 words) - 02:32, 25 September 2023
test Shapiro–Wilk test Anderson–Darling test Cramér–von Mises test Wasserstein metric Stephens, M. A. (1974). "EDF Statistics for Goodness of Fit and Some...
31 KB (3,909 words) - 09:43, 9 May 2025
probability distribution Joint probability distribution Marginal likelihood Wasserstein metric Conditional distribution Trumpler, Robert J. & Harold F. Weaver (1962)...
15 KB (1,993 words) - 02:16, 22 May 2025
distributions on R d {\displaystyle \mathbb {R} ^{d}} equipped with the Wasserstein metric W 2 {\displaystyle W_{2}} and M d ( R ) {\displaystyle {\mathcal {M}}_{d}(\mathbb...
7 KB (1,056 words) - 14:56, 31 August 2024
is that D p {\displaystyle D_{p}} is complete and separable in the Wasserstein metric W p ( u , v ) = ( inf γ ∈ Γ ( u , v ) ∫ X × X ρ p ( x , y ) d γ (...
87 KB (10,980 words) - 16:38, 16 June 2025
distance performed better in ordinal regression than KL distance or the Wasserstein metric. While CRPS is widely used for evaluating probabilistic forecasts...
42 KB (5,819 words) - 04:02, 6 June 2025
distribution Total variation distance Hellinger distance Wasserstein metric Lévy–Prokhorov metric Lévy metric Continuity correction Heavy-tailed distribution Truncated...
11 KB (1,000 words) - 14:07, 2 May 2024
|P-Q|_{\pi }} is commonly known as the earth mover's distance or Wasserstein metric. Similarly, define | log P : Q | π = sup p ∈ P ′ | log p − log...
23 KB (3,965 words) - 09:57, 31 March 2025
dimensional Riemannian manifold by interpreting the Wasserstein distance as if it was a Riemannian metric. It is named after Felix Otto, who developed it...
3 KB (214 words) - 22:52, 26 May 2025
metric space structure of a Riemannian manifold, together with its volume form. This established a deep link between Ricci curvature and Wasserstein geometry...
34 KB (5,863 words) - 23:45, 30 December 2024
The Fréchet inception distance (FID) is a metric used to assess the quality of images created by a generative model, like a generative adversarial network...
14 KB (1,740 words) - 02:51, 20 January 2025
enjoy Wasserstein convergence control, meaning that D P ( Q n ) → 0 {\displaystyle D_{P}(Q_{n})\rightarrow 0} implies that the Wasserstein metric between...
27 KB (4,615 words) - 09:08, 25 May 2025
His name is associated to the Kantorovich–Rubinstein metric, also commonly known as the Wasserstein distance, used in optimal transport. Alternate form...
4 KB (285 words) - 02:14, 25 May 2025
a certain "entropy" functional along geodesics of the associated Wasserstein metric space. In 2009, Lott and Cédric Villani capitalized upon this equivalence...
9 KB (1,134 words) - 06:47, 1 April 2025
D {\displaystyle F\in \mathbb {D} } under the Kolmogorov, Lévy or Wasserstein metric. A p-box is a crude but computationally convenient kind of credal...
34 KB (5,745 words) - 21:27, 9 January 2024