Wasserstein and weighted metrics for multidimensional Gaussian distributions
DOI10.18500/1816-9791-2023-23-4-422-434zbMATH Open1546.60034MaRDI QIDQ6535771FDOQ6535771
Authors: Mark Kelbert, Yuri Suhov 
Publication date: 13 February 2024
Published in: Izvestiya Saratovskogo Universiteta. Novaya Seriya. Seriya Matematika, Mekhanika, Informatika (Search for Journal in Brave)
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Wasserstein distanceLévy-Prokhorov distanceDobrushin's inequalityweighted Fano's inequalityweighted le Cam's inequalityweighted Pinsker's inequalityweighted total variance distance
Probability distributions: general theory (60E05) Statistical aspects of information-theoretic topics (62B10) Probabilistic measure theory (60A10)
Cites Work
- A class of Wasserstein metrics for probability distributions
- The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
- The Frechet distance between multivariate normal distributions
- The distance between two random vectors wigh given dispersion matrices
- Weighted Gaussian entropy and determinant inequalities
- Basic inequalities for weighted entropies
- Calculation of the Wasserstein Distance Between Probability Distributions on the Line
- A new metric for probability distributions
- Distances Between Probability Distributions of Different Dimensions
Cited In (2)
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