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The Wasserstein distances

2009
Assume, as before, that you are in charge of the transport of goods between producers and consumers, whose respective spatial distributions are modeled by probability measures.
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Clustering Linear Models Using Wasserstein Distance

2009
This paper deals with the clustering of complex data. The input elements to be clustered are linear models estimated on samples arising from several sub-populations (typologies of individuals). We review the main approaches to the computation of metrics between linear models. We propose to use a Wasserstein based metric for the first time in this field.
IRPINO, Antonio, VERDE, Rosanna
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Wasserstein distances and curves in the Wasserstein spaces

2015
In this chapter we use the minimal value of transport problems between two probabilities in order to define a distance on the space of probabilities. We mainly consider costs of the form \(c(x,y) = \vert x - y\vert ^{p}\) in \(\varOmega \subset \mathbb{R}^{d}\). We analyze the properties of the distance (called Wasserstein distance) that it defines, in
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Wasserstein Distance and Realized Volatility

SSRN Electronic Journal, 2023
Hugo Gobato Souto, Amir Moradi
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