Matricial Wasserstein-1 Distance

IEEE Control Syst Lett. 2017 Jul;1(1):14-19. doi: 10.1109/LCSYS.2017.2699319. Epub 2017 Apr 28.

Abstract

We propose an extension of the Wasserstein 1-metric (W1) for density matrices, matrix-valued density measures, and an unbalanced interpretation of mass transport. We use duality theory and, in particular, a "dual of the dual" formulation of W1. This matrix analogue of the Earth Mover's Distance has several attractive features including ease of computation.