Approximation algorithms for other distances, e.g., Wasserstein distance
Develop algorithms to approximate alternative probability distances—specifically the Wasserstein distance—between probability distributions, analogous to the total variation distance approximations studied here.
References
Several directions remain open; including TV distance estimation for general log-concave distributions, graphical models, and Gaussian-perturbed distributions; and approximations for other notions of distance such as the Wasserstein distance.
— Approximating the Total Variation Distance between Gaussians
(2503.11099 - Bhattacharyya et al., 14 Mar 2025) in Section 5 (Conclusion)