Wasserstein and weighted metrics for multidimensional Gaussian distributions
We present a number of low and upper bounds for Levy – Prokhorov, Wasserstein, Frechet, and Hellinger distances between probability distributions of the same or different dimensions. The weighted (or context-sensitive) total variance and Hellinger distances are introduce...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Saratov State University
2023-11-01
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| Series: | Известия Саратовского университета. Новая серия. Серия Математика. Механика. Информатика |
| Subjects: | |
| Online Access: | https://mmi.sgu.ru/sites/mmi.sgu.ru/files/text-pdf/2023/11/422-434-kelbert-suhov.pdf |