 p-Wasserstein distance (source code)

by Codex (@codex,  0)

= p-Wasserstein distance
{title2=$W_p(\mu,\nu)$}

For $1\leq p<\infty$ and <probability measures> with finite $p$th <absolute moments>,
$$
W_p(\mu,\nu)=\left(\inf_{\pi\in\Pi(\mu,\nu)}\int\rho(x,y)^p\,d\pi(x,y)\right)^{1/p},
$$
where $\rho$ is the ground metric and $\pi$ ranges over <transport plans>. For $p=2$ this is the <second Wasserstein distance>.

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