We propose a unifying framework for generalising the Wasserstein-1 metric to a discrepancy measure between nonnegative measures of different mass. This generalization inherits the convexity and computational efficiency from the Wasserstein-1 metric, and it includes several previous approaches from the literature as special cases. For various specific instances of the generalized Wasserstein-1 metric we furthermore demonstrate their usefulness in applications by numerical experiments.

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Bernhard Schmitzer

Institut für Analysis und Numerik, Westfälische Wilhelms-Universität, Einsteinstr. 62, 48149 Münster, Germany

schmitzer@uni-muenster.de

Benedikt Wirth

Institut für Analysis und Numerik, Westfälische Wilhelms-Universität, Einsteinstr. 62, 48149 Münster, Germany

B. Schmitzer, B. Wirth. “A Framework for Wasserstein-1-Type Metrics.” Journal of Convex Analysis 26 (2019), No. 2, 353–396.