Matricial Wasserstein-1 Distance

Citation:

Chen Y, Georgiou TT, Ning L, Tannenbaum A. Matricial Wasserstein-1 Distance. IEEE Control Syst Lett. 2017;1 (1) :14-9.

Date Published:

2017 Jul

Abstract:

We propose an extension of the Wasserstein 1-metric (W1) for density matrices, matrix-valued density measures, and an unbalanced interpretation of mass transport. We use duality theory and, in particular, a "dual of the dual" formulation of W1. This matrix analogue of the Earth Mover's Distance has several attractive features including ease of computation.

Last updated on 02/11/2021