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Max-sliced 2-Wasserstein distance (2403.02142v2)
Published 4 Mar 2024 in math.PR and stat.ML
Abstract: This note is a continuation of the author's previous work on "Sharp bounds for the max-sliced Wasserstein distance." We use the same technique to obtain an upper bound for the expected max-sliced 2-Wasserstein distance between a compactly supported symmetric probability measure on a Euclidean space and its symmetrized empirical distribution.