A grid-sketching technique enables ε-accurate estimation of W₂² between α-Hölder smooth distributions on (0,1)^d in time ε^{-max(2, (d+1+o(1))/(1+α))}.
Computing Kantorovich-Wasserstein Distances on
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Optimizing Computational-Statistical Runtime for Wasserstein Distance Estimation
A grid-sketching technique enables ε-accurate estimation of W₂² between α-Hölder smooth distributions on (0,1)^d in time ε^{-max(2, (d+1+o(1))/(1+α))}.