对于给定的两个概率分布P和Q,Kantorovich-Rubinstein对偶定理给出了以下等价的表述方式:最小化P(x)与Q(y)之间的距离,其中(x,y)的分布满足给定的边际分布P和Q。等价于最大化一个函数,该函数是所有c(x,y)的期望值,其中c(x,y)是从x到y的距离函数。具体地说,对于给定的边际分布P和Q,Kantorovich-Rubinstein...
Polytopal Bier spheres and Kantorovich-Rubinstein polytopes of weighted cycles 星级: 11 页 Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random varia 星级: 15 页 an application of the kantorovich–rubinstein maximum principle in the theory of the tjon–wu equation...
Kantorovich-Rubinstein polytopesLipschitz polytopeCyclohedronNestohedronUnimodular triangulationsMetric spacesWe show that the cyclohedron (Bott-Taubes polytope) $W_n$ arises as the dual of a Kantorovich-Rubinstein polytope $KR(ho)$, where $ho$ is a quasi-metric (asymmetric distance function) ...
The Kantorovich–Rubinstein theorem provides a formula for the Wasserstein metric W1 on the space of regular probability Borel measures on a compact metric space. Dudley and de Acosta generalized the theorem to measures on separable metric spaces. Kellerer, using his own work on Monge–Kantorovich ...
Monge-Kantorovich运输问题 KRWLp-距离 最优耦合 摘要: 本文得到欧几里得平面上有界区域的多元Kantorovich-Rubinstein-Wasserstein Lp-距离(简记为:KRW-Lp距离)的一个精确表示,并从概率论的角度给出了证明. 暂无资源 收藏 引用 分享 推荐文章 一种新的二元Baskakov-Kantorovich算子及其Lp(Δ)逼近 Lp (Δ)空间...
57:33 Optimal Coffee shops, Numerical Integration and Kantorovich-Rubinstein duality 45:43 New lower bounds for van der Waerden numbers 01:03:10 Large orbit closures of translation surfaces are strata or loci of double covers 50:33 An...
Kantorovich-Rubinstein-Wasserstein Lp-距离(p〉2) 来自 Semantic Scholar 喜欢 0 阅读量: 489 作者: 沈银芳 摘要: 本文得到欧几里得平面上有界区域的多元Kantorovich-Rubinstein-Wasserstein Lp-距离(简记为:KRW-Lp距离)的一个精确表示,并从概率论的角度给出了证明.关键词:...
Thale, Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic ge- ometry, Annals of probability 44 (2015), no. 3, 2147-2197.Decreusefond, L.; Schulte, M.; Tha¨le, C.: Functional Pois- son approximation in Kantorovich-Rubinstein ...
The Kantorovich–Rubinstein theorem provides a formula for the Wasserstein metric W 1 on the space of regular probability Borel measures on a compact metric space. Dudley and de Acosta generalized the theorem to measures on separable metric spaces. Kellerer, using his own work on Monge–Kantorovich...
An easy consequence of Kantorovich-Rubinstein duality is the following: if f:[0,1]d→R is Lipschitz and {x1,…,xN}[0,1]d, then|∫[0,1]df(x)dx1N∑k=1Nf(xk)|≤‖f‖L∞W1(1N∑k=1Nδxk,dx), where W1 denotes the 1Wasserstein (or Earth Mover's) Distance. We prove a similar...