On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces
From MaRDI portal
DOI10.1002/MANA.19901470121zbMATH Open0711.60003OpenAlexW2165906350MaRDI QIDQ3496958FDOQ3496958
Authors: M.Gelbrich 
Publication date: 1990
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19901470121
Recommendations
Probability distributions: general theory (60E05) Probability theory on linear topological spaces (60B11) Probabilistic measure theory (60A10)
Cites Work
- A class of Wasserstein metrics for probability distributions
- Note on the optimal transportation of distributions
- The Frechet distance between multivariate normal distributions
- On the optimal mapping of distributions
- Title not available (Why is that?)
- Discretization of the Wiener-process in difference-methods for stochastic differential equations
- Universally measurable spaces: an invariance theorem and diverse characterizations
- Title not available (Why is that?)
Cited In (45)
- Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
- Moving horizon estimation based on distributionally robust optimisation
- Posterior contraction in Gaussian process regression using Wasserstein approximations
- A class of Wasserstein metrics for probability distributions
- Probabilistic tight frames and representation of positive operator-valued measures
- A fixed-point approach to barycenters in Wasserstein space
- Limit laws of the empirical Wasserstein distance: Gaussian distributions
- Density estimation of multivariate samples using Wasserstein distance
- Statistical properties of BayesCG under the Krylov prior
- Wasserstein Riemannian geometry of Gaussian densities
- On lower bounds for the \(L^ 2\)-Wasserstein metric in a Hilbert space
- On the \(n\)-coupling problem
- Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings
- Wasserstein Sensitivity of Risk and Uncertainty Propagation
- Simultaneous time and chance discretization for stochastic differential equations
- Distribution-on-distribution regression with Wasserstein metric: multivariate Gaussian case
- Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes
- Notes on the Wasserstein metric in Hilbert spaces
- Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
- Parameterized Wasserstein means
- Generative OrnsteinUhlenbeck markets via geometric deep learning
- Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space
- An asymptotic analysis of distributed nonparametric methods
- Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
- Stability analysis for stochastic programs
- Elements of Statistical Inference in 2-Wasserstein Space
- Chain Rule Optimal Transport
- On Wasserstein distances for affine transformations of random vectors
- The flow map of the Fokker-Planck equation does not provide optimal transport
- Applications of No-Collision Transportation Maps in Manifold Learning
- Riemannian Distances between Covariance Operators and Gaussian Processes
- Inference for Empirical Wasserstein Distances on Finite Spaces
- Predictive density estimation under the Wasserstein loss
- Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics
- Bounding Wasserstein Distance with Couplings
- Quotient Geometry with Simple Geodesics for the Manifold of Fixed-Rank Positive-Semidefinite Matrices
- Reliable extrapolation of deep neural operators informed by physics or sparse observations
- Information geometry of Wasserstein statistics on shapes and affine deformations
- On the local Lipschitz stability of Bayesian inverse problems
- Harmonic mappings valued in the Wasserstein space
- Wide consensus aggregation in the Wasserstein space. Application to location-scatter families
- Shape of a distribution through the \(L_2\)-Wasserstein distance
- An entropic generalization of Caffarelli's contraction theorem via covariance inequalities
- A Wasserstein-Type Distance in the Space of Gaussian Mixture Models
- Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
This page was built for publication: On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3496958)
