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