1D Wasserstein distance in Python
问题 The formula below is a special case of the Wasserstein distance/optimal transport when the source and target distributions, x and y (also called marginal distributions) are 1D, that is, are vectors. where F^{-1} are inverse probability distribution functions of the cumulative distributions of the marginals u and v , derived from real data called x and y , both generated from the normal distribution: import numpy as np from numpy.random import randn import scipy.stats as ss n = 100 x = randn(n