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Wasserstein distance (Wρ​(μ,ν))

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Coupling of probability distributions
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a metric ρ, the first Wasserstein distance is
Wρ​(μ,ν)=inf{Eρ(X,Y):(X,Y) couples μ,ν}.
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    • Wasserstein contraction Wasserstein distance

Wasserstein contraction

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Wasserstein distance
A Markov kernel is Wasserstein contractive with rate α>0 when Wρ​(μP,νP)≤e−αWρ​(μ,ν) for all probability distributions μ,ν.

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