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Wasserstein metric

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In mathematics, the Wasserstein distance or Kantorovich–Rubinstein metric is a distance function defined between probability distributions on a given metric space

Wasserstein metric - Wikipedia Jump to content From Wikipedia, the free encyclopedia Distance function defined between probability distributions In mathematics , the Wasserstein distance or Kantorovich – Rubinstein metric is a distance function defined between probability distributions on a given metric space M {\displaystyle M} . It is named after Leonid Vaseršteĭn . Intuitively, if each distribution is viewed as a unit amount of earth (soil) piled on M {\displaystyle M} , the metric is the minimum "cost" of turning one pile into the other, which is assumed to be the amount of earth that need

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