RUS  ENG
Full version
JOURNALS // Izvestiya of Saratov University. Mathematics. Mechanics. Informatics

Izv. Saratov Univ. Math. Mech. Inform., 2023, Volume 23, Issue 4, Pages 422–434 (Mi isu993)

Wasserstein and weighted metrics for multidimensional Gaussian distributions
M. Y. Kelbert, Y. Suhov

References

1. Vallander S. S., “Calculation of the Wasserstein distance between probability distributions on the line”, Theory of Probability & Its Applications, 18:4 (1974), 784–786  crossref  mathscinet
2. Rachev S. T., “The Monge – Kantorovich mass transference problem and its stochastic applications”, Theory of Probability & Its Applications, 29:4 (1985), 647–676  crossref  mathscinet  zmath
3. Givens C. R., Shortt R. M., “A class of Wasserstein metrics for probability distributions”, The Michigan Mathematical Journal, 31:2 (1984), 231–240  crossref  mathscinet  zmath
4. Olkin I., Pukelsheim F., “The distances between two random vectors with given dispersion matrices”, Linear Algebra and its Applications, 48 (1982), 257–263  crossref  mathscinet  zmath
5. Dowson D. C., Landau B. V., “The Fréchet distance between multivariate Normal distributions”, Journal of Multivariate Analysis, 12:3 (1982), 450–455  crossref  mathscinet  zmath
6. Cai Y., Lim L.-H., “Distances between probability distributions of different dimensions”, IEEE Transactions on Information Theory, 68:6 (2022), 4020–4031  crossref  mathscinet  zmath
7. Dwivedi A., Wang S., Tajer A., “Discriminant analysis under $f$-divergence measures”, Entropy, 24:2 (2022), 188, 26 pp.  crossref  mathscinet
8. Devroye L., Mehrabian A., Reddad T., The total variation distance between high-dimensional Gaussians, 2020, 12 pp., arXiv: 1810.08693v5
9. Endres D. M., Schindelin J. E., “A new metric for probability distributions”, IEEE Transactions on Information Theory, 49:7 (2003), 1858–1860  crossref  mathscinet  zmath
10. Stuhl I., Suhov Y., Yasaei Sekeh S., Kelbert M., “Basic inequalities for weighted entropies”, Aequationes Mathematicae, 90:4 (2016), 817–848  crossref  mathscinet  zmath
11. Stuhl I., Kelbert M., Suhov Y., Yasaei Sekeh S., “Weighted Gaussian entropy and determinant inequalities”, Aequationes Mathematicae, 96:1 (2022), 85–114  crossref  mathscinet  zmath


© Steklov Math. Inst. of RAS, 2026