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arxiv: 1701.01945 · v2 · pith:V54F6VSInew · submitted 2017-01-08 · 🧮 math.OC · cs.CV· cs.NA· math.NA

A Framework for Wasserstein-1-Type Metrics

classification 🧮 math.OC cs.CVcs.NAmath.NA
keywords metricwasserstein-1frameworkapplicationsapproachescasescomputationalconvexity
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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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