Wasserstein距离和公制树

Maxime Mathey-Prevot, A. Valette
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引用次数: 3

摘要

我们研究了度量空间$X$上概率测度的空间$P(X)$上的Wasserstein(或earthmover)度量。我们证明,如果一个有限度量空间$X$带畸变$D$随机嵌入到有限度量树族中,那么$P(X)$带畸变$D$将bi-Lipschitz嵌入到$\ell^1$。接下来,我们重新访问由Evans-Matsen \cite{EvMat}提出的有限度量树上的Wasserstein度量的封闭公式。我们主张这个公式的正确框架是实数树,并给出了该公式的两个扩展证明:一个证明是由Banach空间理论与Lipschitz-free空间的联系,另一个证明是算法的(经过约简到有限度量树)。
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Wasserstein distance and metric trees
We study the Wasserstein (or earthmover) metric on the space $P(X)$ of probability measures on a metric space $X$. We show that, if a finite metric space $X$ embeds stochastically with distortion $D$ in a family of finite metric trees, then $P(X)$ embeds bi-Lipschitz into $\ell^1$ with distortion $D$. Next, we re-visit the closed formula for the Wasserstein metric on finite metric trees due to Evans-Matsen \cite{EvMat}. We advocate that the right framework for this formula is real trees, and we give two proofs of extensions of this formula: one making the link with Lipschitz-free spaces from Banach space theory, the other one algorithmic (after reduction to finite metric trees).
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