All Questions
Tagged with wasserstein distributions
17
questions
87
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5
answers
40k
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What is the advantages of Wasserstein metric compared to Kullback-Leibler divergence?
What is the practical difference between Wasserstein metric and Kullback-Leibler divergence? Wasserstein metric is also referred to as Earth mover's distance.
From Wikipedia:
Wasserstein (or ...
9
votes
2
answers
4k
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Relation Between Wasserstein Distance and KL-Divergence (Relative Entropy)
Consider the Wasserstein metric of order one $W_1$ (a.k.a. the Earth Movers Distance). I would like to know whether it is possible to link $W_1$ and Kullback–Leibler divergence (a.k.a. relative ...
- 91
6
votes
1
answer
4k
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What is the intuitive difference between Wasserstein-1 distance and Wasserstein-2 distance?
What is the intuitive difference between Wasserstein-1 distance and Wasserstein-2 distance, and how to know which one to use?
- 3,927
4
votes
1
answer
1k
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Wasserstein distance and Kolmogorov-Smirnov statistic as measures of effect size
So I've been dealing with 2 sample hypothesis testing with very large samples (around 20,000s each). Whenever I test for the equality of distribution I always reject the null hypothesis, even though ...
- 63
2
votes
1
answer
4k
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What are the advantages of Wasserstein distance compared to Jensen-Shannon divergence?
What is the practical difference between Wasserstein metric and Jensen-Shannon divergence? Wasserstein metric is also referred to as Earth mover's distance.
From Wikipedia:
Wasserstein metric is a ...
- 3,927
2
votes
1
answer
1k
views
Distance measure between discrete distributions (that contains 0) and uniform
I'm trying to choose a district metric that falls between 0 to 1 and lets me compare the distance between a uniform probability distribution and any given probability distribution (could be random, ...
2
votes
0
answers
69
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How to calculate the max possible earth mover distance between histograms, given the buckets?
I have two histograms and am able to calculate the EMD / Wasserstein metric between them using the algorithm described here. In order to better communicate the implication of this metric, I want to ...
- 71
1
vote
0
answers
40
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What is this probability distribution?
Thank you in advance for any suggestions or feedback.
I have a discrete 1D probability distribution represented as a vector $\textbf{p}$, $p_i = p(x_i)$.
I am interested in finding the Wasserstein (...
1
vote
0
answers
164
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Reference for Wasserstein distance for generalized exponential family and generalized extreme value probability distributions
The Wikipedia page gives the analytical results for computing the Wasserstein metric between two multivariate normal distributions, and I thought it used to give results for several other commonly ...
- 297
1
vote
0
answers
280
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Properties of Sinkhorn distance
I am reading the paper by Cuturi http://www.marcocuturi.net/Papers/cuturi13sinkhorn.pdf and I am curious about the properties of Sinkhorn distance and wondering what properties of the Sinkhorn ...
0
votes
0
answers
31
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My WGAN-GP isn't capturing bi-modal distributed underlying data
I am training a WGAN to generate a vector of 6 data points (6 dimensional output). I plotted a correlation matrix of my dataset to see the underlying distribution of the 6 data points, and the ...
- 1
0
votes
0
answers
15
views
Would ratio of intragroup distances make sense for comparing two distributions?
Given two distributions a and b, we can assess the distance between them using e.g. the Wasserstein distance, Energy distance or ...
- 450
0
votes
0
answers
87
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Closed form expression for the 2-Wasserstein distance between generalized Gaussian distributions
Essentially the title - is there a closed form expression for the 2-Wasserstein distance (aka Frechet distance, Earth Mover's distance) between two generalized Gaussian distributions? The regular ...
0
votes
0
answers
16
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Are there any research papers which show why Wasserstein distance is better than Jensen-Shannon/KL_div/Bhattacharya distance for specific use cases?
I am trying to find reliable research work which show why displacement based metrics such as Wasserstein distance is a better suited metric than Jensen-Shannon distance in specific use cases and for ...
- 41
0
votes
0
answers
349
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Interpretation of upper bound on the Wasserstein Distance
I am trying to interpret the 2-Wasserstein distance and the upper bound on it. Let's say I have 2-Wasserstein distance between two distributions to be $x$, and I have an upper bound on it which gives ...
- 225
0
votes
0
answers
896
views
Wasserstein distance for categorical data? Relationship to TVD?
Is the Wasserstein distance applicable for categorical data? e.g. if we have the distribution of different coloured balls in two bags,
...
0
votes
0
answers
91
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Horizontal vs Vertical optimal transport of probability distributions
Optimal transport has a primal and dual form. My question is: Is the primal formulation of OT intended for horizontal movement of probability mass, whereas the dual formulation is more geared towards ...
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