Wasserstein Distance from Independent Elliptical Distributions with the Same Density Generator.
Song FangQuanyan ZhuPublished in: CoRR (2020)
Keyphrases
- kullback leibler divergence
- kl divergence
- probability distribution
- probability density
- distance measure
- pointwise
- mahalanobis distance
- summary statistics
- kullback leibler distance
- probability measure
- euclidean distance
- random variables
- real time
- hamming distance
- distance function
- heavy tailed
- density estimates
- case study
- database