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Optimal transport with some directed distances

Published 12 May 2021 in cs.IT, math.IT, math.PR, and stat.ML | (2105.05989v1)

Abstract: We present a toolkit of directed distances between quantile functions. By employing this, we solve some new optimal transport (OT) problems which e.g. considerably flexibilize some prominent OTs expressed through Wasserstein distances.

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