Comparison between W2 distance and Ḣ−1 norm, and Localization of Wasserstein distance
2018 ◽
Vol 24
(4)
◽
pp. 1489-1501
◽
Keyword(s):
It is well known that the quadratic Wasserstein distance W2(⋅, ⋅) is formally equivalent, for infinitesimally small perturbations, to some weighted H−1 homogeneous Sobolev norm. In this article I show that this equivalence can be integrated to get non-asymptotic comparison results between these distances. Then I give an application of these results to prove that the W2 distance exhibits some localization phenomenon: if μ and ν are measures on ℝn and ϕ: ℝn → ℝ+ is some bump function with compact support, then under mild hypotheses, you can bound above the Wasserstein distance between ϕ ⋅ μ and ϕ ⋅ ν by an explicit multiple of W2(μ, ν).
2019 ◽
Vol 4
(6)
◽
pp. 1311-1315
Keyword(s):
2020 ◽
pp. 340-348
Keyword(s):
1973 ◽
Vol 110
(6)
◽
pp. 213
◽
1998 ◽
Vol 52
(11)
◽
pp. 17-19
Keyword(s):