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I know the earth mover's distance is implemented here :

https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wasserstein_distance.html

I need to compute the p-Wasserstein distance between two 1d distributions ( or samples from these distributions). The p-WD is given as follows

enter image description here

Anybody familiar with a Python implementation of the p-Wasserstein distance? anyhelp is appreciated!

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This is implemented in the POT: Python Optimal Transport package, for samples (or, generally, discrete measures): use ot.wasserstein_1d. If you want to do it for weighted samples (or general discrete distributions with finite support), you can provide the a and b arguments.

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  • $\begingroup$ Thanks, do you know if n-d is supported as well in this library ? $\endgroup$
    – Steve
    Commented Feb 11, 2020 at 2:17
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    $\begingroup$ Yes; there are various versions with different computation / accuracy tradeoffs depending on the sample size / dimension / etc. $\endgroup$
    – Danica
    Commented Feb 11, 2020 at 6:55

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