Code for stochastic area metric: binary search for speed

M. de Angelis, J. Sunny

Research output: Non-textual formSoftware

Abstract

This repository contains Python scientific code for computing efficiently the area metric, a.k.a. 1-Wasserstein distance, between tabular samples. The code is optimized by running Numpy under the hood, thus is as vectorized as possible. A basic Matlab version is also present in this repository.
Original languageEnglish
DOIs
Publication statusPublished - 17 Mar 2022

Keywords

  • Wasserstein distances
  • area metric
  • binary search

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