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optimal transport plan for univariate gaussian #27

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pparreira opened this issue Mar 26, 2023 · 1 comment
Open

optimal transport plan for univariate gaussian #27

pparreira opened this issue Mar 26, 2023 · 1 comment

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@pparreira
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Hi, I have noticed that the package has the exact optimal transport plan for univariate Gaussian implemented. Before finding your package, I was unable to locate the exact optimal transport plan for univariate Gaussian. Could you please inform me if you used any specific source or if you arrived at the exact solution yourselves?

@pparreira pparreira changed the title demonstration of optimal transport plan for univariate gaussian optimal transport plan for univariate gaussian Mar 26, 2023
@zsteve
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zsteve commented Apr 1, 2023

For general univariate distributions (including the univariate Gaussian), the p-Wasserstein distance is the Lp-distance between distribution functions, and the corresponding transport map corresponds to quantile matching. You can see e.g. Remarks 2.30, 2.31 of https://arxiv.org/pdf/1803.00567.pdf.

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