Kantorovich-Rubinstein duality
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
probability measures
|
| gptkbp:characterizedBy |
gptkb:Wasserstein-1_distance
|
| gptkbp:describes |
duality between primal and dual formulations of optimal transport problem
|
| gptkbp:field |
gptkb:mathematics
gptkb:probability_theory optimal transport |
| https://www.w3.org/2000/01/rdf-schema#label |
Kantorovich-Rubinstein duality
|
| gptkbp:relatedTo |
gptkb:Leonid_Kantorovich
gptkb:Rubinstein Wasserstein distance Kantorovich problem |
| gptkbp:state |
Wasserstein-1 distance equals supremum over Lipschitz functions of expected value difference
|
| gptkbp:usedIn |
gptkb:machine_learning
economics statistics |
| gptkbp:bfsParent |
gptkb:Earth_Mover's_Distance
|
| gptkbp:bfsLayer |
7
|