Strong equivalence between metrics of Wasserstein type

DOI10.1214/21-ECP383zbMATH Open1483.90108arXiv1912.08247MaRDI QIDQ2064844FDOQ2064844

Authors: Erhan Bayraktar, Gaoyue Guo 

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: The sliced Wasserstein and more recently max-sliced Wasserstein metrics $m{W}_p$ have attracted abundant attention in data sciences and machine learning due to its advantages to tackle the curse of dimensionality. A question of particular importance is the strong equivalence between these projected Wasserstein metrics and the (classical) Wasserstein metric $W{c}_p$. Recently, Paty and Cuturi have proved the strong equivalence of $m{W}_2$ and $W{c}_2$. We show that the strong equivalence also holds for $p=1$, while we show that the sliced Wasserstein metric does not share this nice property.

Full work available at URL: https://arxiv.org/abs/1912.08247

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zbMATH Keywords

optimal transportWasserstein metricdualitymax-sliced Wasserstein metric

Mathematics Subject Classification ID

Convex programming (90C25)

Cites Work

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Cited In (5)

• A smooth variational principle on Wasserstein space
• A note on the radiant formula and its relations to the sliced Wasserstein distance
• Wasserstein convergence in Bayesian and frequentist deconvolution models
• Statistical inference with regularized optimal transport
• Optimal estimation of high-dimensional Gaussian location mixtures

Uses Software

• Wasserstein GAN

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