Kantorovich distance on a finite metric space
Abstract
Kantorovich distance (or 1-Wasserstein distance) on the probability simplex of a finite metric space is the value of a Linear Programming problem for which a closed-form expression is known in some cases. When the ground distance is defined by a graph, a few examples have already been studied. In the present paper, after re-deriving, with different tools, the result for trees, we prove that, for an arbitrary weighted graph, the K-distance is the minimum of the K-distances over all the spanning trees associated with the graph. We work in the dual LP-problem by using Arens-Eells norm associated with the metric space. Finally, we introduce new norms that are naturally related to -embeddable distances and allows for a partial extension of our results to this new setting.
Keywords
Cite
@article{arxiv.1905.07547,
title = {Kantorovich distance on a finite metric space},
author = {Luigi Montrucchio and Giovanni Pistone},
journal= {arXiv preprint arXiv:1905.07547},
year = {2019}
}
Comments
This is a substantial revision of v4 of the paper. Title has been changed to reflect new developments