Wasserstein and weighted metrics for multidimensional Gaussian distributions (Q6535771)
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scientific article; zbMATH DE number 7804595
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| English | Wasserstein and weighted metrics for multidimensional Gaussian distributions |
scientific article; zbMATH DE number 7804595 |
Statements
Wasserstein and weighted metrics for multidimensional Gaussian distributions (English)
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13 February 2024
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Lévy-Prokhorov distance
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Wasserstein distance
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weighted total variance distance
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Dobrushin's inequality
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weighted Pinsker's inequality
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weighted le Cam's inequality
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weighted Fano's inequality
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0.8050721287727356
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0.785784900188446
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0.7846002578735352
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0.7767980098724365
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0.7707531452178955
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