Projection Robust Wasserstein Distance and Riemannian Optimization

12 Jun 2020Tianyi LinChenyou FanNhat HoMarco CuturiMichael I. Jordan

Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in particular when comparing probability measures in high-dimensions... (read more)

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