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Contours of density functions of the entropy-regularized optimal coupling of N (0, 1) and N (5, 2) in three different parameters λ = 0.1, 1, 10. All of the optimal couplings are two-variate normal distributions.
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Distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions from other distances or divergences. Although computing the Wasserstein distance is costly, entropy-regularized optim...
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