Quantization-based algorithms produce provable upper and lower bounds on the Wasserstein distance between grid measures, with 10-100x speedups and under 2% error.
Lemma C.1.Let µ, νmeasures with set of admissible couplings Π(µ,ν) , the trivial coupling π⊗ , and ˜µand ˜νthe respective coarsened measures
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Quantization-based Bounds on the Wasserstein Metric
Quantization-based algorithms produce provable upper and lower bounds on the Wasserstein distance between grid measures, with 10-100x speedups and under 2% error.