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A Framework for Wasserstein-1-Type Metrics (1701.01945v2)

Published 8 Jan 2017 in math.OC, cs.CV, and math.NA

Abstract: We propose a unifying framework for generalising the Wasserstein-1 metric to a discrepancy measure between nonnegative measures of different mass. This generalization inherits the convexity and computational efficiency from the Wasserstein-1 metric, and it includes several previous approaches from the literature as special cases. For various specific instances of the generalized Wasserstein-1 metric we furthermore demonstrate their usefulness in applications by numerical experiments.

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