Wasserstein Metric
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Wasserstein Metric
In mathematics, the Wasserstein distance or Kantorovich– Rubinstein metric is a distance function defined between probability distributions on a given metric space M. It is named after Leonid Vaseršteĭn. Intuitively, if each distribution is viewed as a unit amount of earth (soil) piled on ''M'', the metric is the minimum "cost" of turning one pile into the other, which is assumed to be the amount of earth that needs to be moved times the mean distance it has to be moved. This problem was first formalised by Gaspard Monge in 1781. Because of this analogy, the metric is known in computer science as the earth mover's distance. The name "Wasserstein distance" was coined by R. L. Dobrushin in 1970, after learning of it in the work of Leonid Vaseršteĭn on Markov processes describing large systems of automata (Russian, 1969). However the metric was first defined by Leonid Kantorovich in ''The Mathematical Method of Production Planning and Organization'' (Russian original 1939 ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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